This is a draft of a second edition of this book from SIAM https://epubs.siam.org/doi/book/10.1137/1.9780898717747?mobi...

There are three things to show:

1. A pdf of the draft: https://www.fraserphysics.com/book.pdf

2. The hmm project which provides code for state-space models: https://gitlab.com/fraserphysics/hmm with documentation at https://fraserphysics.gitlab.io/hmm/

3. The hmmds project which provides code for using state-space models to address some examples: https://gitlab.com/fraserphysics/hmmds with doumentation at https://fraserphysics.gitlab.io/hmmds/ The default target for hmmds is to build the book. On my home system it takes about 10 hours to build the book.

I would be grateful for comments or suggestions on any aspect of any of the three things.

I am particularly interested in help with the following:

1. I use NixOS for developing. I've documented progress on making the code useful in other enviroments at https://fraserphysics.gitlab.io/hmmds/getting_started.html Please let me know if you are able to use the code elsewhere.

2. In the draft of the book, I have an analysis of the convergence properties of the EM algorithm spread between Section 2.5 "The EM algorithm" on page 43 and Appendix B "EM Convergence Rate" on page 137. The analysis is different from anything I've seen published. I would like feedback with corrections and or citations.