Fig. 3From: Constrained expectation maximisation algorithm for estimating ARMA models in state space representationScatterplots of true versus reconstructed source components, including corresponding cross-correlation coefficients, for IC-LSS models with structure 1Ă—ARMA(2,1) (left) and with structure 3Ă—ARMA(2,1) (right), after EM optimisation with joint updating of A and C, and additional quasi-Newton optimisationBack to article page