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Online Estimation of Hidden Markov Models

 
: Stiller, J.C.; Radons, G.

:

IEEE Signal Processing Letters 6 (1999), Nr.8, S.213-215
ISSN: 1070-9908
Englisch
Zeitschriftenaufsatz
Fraunhofer IPA ()
Lernsoftware; maschinelles Lernen; Markov Theorie; Hidden Markov Models; estimation

Abstract
We present a novel and simple online estimation algorithm for hidden Markov models, with memory requirements independent of the data length. The transition matrices and the state distribution are obtained at any instant as contractions fof tensorial quantities, which are iteratively reestimated.

: http://publica.fraunhofer.de/dokumente/N-133.html