This paper reviews and compares some identification methods applicable
to situations where some of the data are missing. Based an Monte Carl
o simulations, but also on real data from a pulp mill, the authors sho
w that linear interpolation can lead to severly biased estimates. The
only two viable options are the EM algorithm and the least-squares met
hod ignoring time instants with incomplete information. The end choice
is a trade-off between accuracy and computational complexity.