MEASURE CHANGE ESTIMATES FOR HIDDEN MARKOV-MODELS

被引：1
|
作者：
ELLIOTT, RJ [1 ]
机构：
[1] UNIV ALBERTA,DEPT STAT & APPL PROBABIL,EDMONTON T6G 1X5,AB,CANADA
来源：
SYSTEMS & CONTROL LETTERS | 1994年 / 23卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
HIDDEN MARKOV MODEL; DISCRETE ADAPTIVE FILTER; PARAMETER ESTIMATION; QUANTIZED OBSERVATIONS;
D O I：
10.1016/0167-6911(94)90044-2
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Using a change of measure, the finite state observation process of a Markov chain is transformed into a sequence of independent random variables. By computing unnormalized conditional estimates under the new measure, simple, recursive formulae are obtained.
引用
收藏
页码：149 / 157
页数：9
相关论文
共 50 条
  • [11] ANALYZING ION CHANNELS WITH HIDDEN MARKOV-MODELS
    BECKER, JD
    HONERKAMP, J
    HIRSCH, J
    FROBE, U
    SCHLATTER, E
    GREGER, R
    PFLUGERS ARCHIV-EUROPEAN JOURNAL OF PHYSIOLOGY, 1994, 426 (3-4): : 328 - 332
  • [12] STATE DURATION MODELING IN HIDDEN MARKOV-MODELS
    VASEGHI, SV
    SIGNAL PROCESSING, 1995, 41 (01) : 31 - 41
  • [13] IMPROVED HIDDEN MARKOV-MODELS FOR SPEECH RECOGNITION
    AUBERT, X
    BOURLARD, H
    KAMP, Y
    WELLEKENS, CJ
    PHILIPS JOURNAL OF RESEARCH, 1988, 43 (3-4) : 224 - 245
  • [14] FREQUENCY LINE TRACKING USING HIDDEN MARKOV-MODELS
    STREIT, RL
    BARRETT, RF
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (04): : 586 - 598
  • [15] PARALLEL ALGORITHMS FOR HIDDEN MARKOV-MODELS ON THE ORTHOGONAL MULTIPROCESSOR
    LEE, SW
    HSU, WH
    PATTERN RECOGNITION, 1992, 25 (02) : 219 - 232
  • [16] USE OF HIDDEN MARKOV-MODELS FOR ELECTROCARDIOGRAPHIC SIGNAL ANALYSIS
    COAST, DA
    CANO, GG
    BRILLER, SA
    JOURNAL OF ELECTROCARDIOLOGY, 1991, 23 : 184 - 191
  • [17] MIXTURE AUTOREGRESSIVE HIDDEN MARKOV-MODELS FOR SPEECH SIGNALS
    JUANG, BH
    RABINER, LR
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1985, 33 (06): : 1404 - 1413
  • [18] A CLASS OF HIDDEN MARKOV-MODELS FOR IMAGE-PROCESSING
    VSTOVSKY, GV
    VSTOVSKAYA, AV
    PATTERN RECOGNITION LETTERS, 1993, 14 (05) : 391 - 396
  • [19] MAXIMUM-LIKELIHOOD-ESTIMATION FOR HIDDEN MARKOV-MODELS
    LEROUX, BG
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 40 (01) : 127 - 143
  • [20] SMOOTH ONLINE LEARNING ALGORITHMS FOR HIDDEN MARKOV-MODELS
    BALDI, P
    CHAUVIN, Y
    NEURAL COMPUTATION, 1994, 6 (02) : 307 - 318
12345