Fig. 2From: Constrained expectation maximisation algorithm for estimating ARMA models in state space representationScatterplots of true versus reconstructed source components, including corresponding cross-correlation coefficients, for the initial IC-LSS model (left) and the final IC-LSS model after EM optimisation with joint updating of A and C (right), for a IC-LSS model with structure 2Ă—ARMA(2,1) and one particular choice of initial parameter estimatesBack to article page