 Usage:  {Estmu, EstF, EstQ, EstR} = kem(y,mu,Sig,H,F,Q,R,LoopLimit)  
 
 Input:

  y                      T x m matrix of observed time series, 
                         T is the number of observations, 
                         m is the dimension of time series 
                         
  mu                     n x 1 vector, an initial value for iterations 
                         
  Sig                    n x n covariance matrix of the initial state 
                         
  H                      m x n matrix 
                         
  F                      n x n matrix, an initial value for iterations 
                         
  Q                      m x m variance-covariance matrix, an initial 
                         value for iterations 
                         
  R                      n x n variance-covariance matrix, an initial 
                         value for iterations 
                         
 Output:

  Estmu                  n x 1 vector, the estimate of the mean of the 
                         initial state 
                         
  EstF                   n x n matrix, the estimate of the state 
                         transition matrix 
                         
  EstQ                   m x m matrix, the estimate of the covariance 
                         matrix 
                         
  EstR                   n x n matrix, the estimate of the covariance 
                         matrix 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
