This paper investigates a parameter estimation problem for batch processes through the maximum likelihood method. In batch processes, the initial state usually relates to the states of previous batches. The proposed algorithm takes batch-to-batch correlations into account by employing an initial state transition equation to model the dynamics along the batch dimension. By treating the unmeasured states and the parameters as hidden variables, the maximum likelihood estimation is accomplished through the expectation-maximization (EM) algorithm, where the smoothing for the terminal state and the filtering for the initial state are specially considered. Due to the nonlinearity and non-Gaussianity in the state space model, particle filtering methods are employed for the implementation of filtering and smoothing. Through alternating between the expectation step and the maximization step, the unknown parameters along with states are estimated. Simulation examples demonstrate the proposed estimation approach. (C) 2013 Elsevier Ltd. All rights reserved.