Forward/backwardstate and modelparameter estimation for continuum-state hidden Markov models (CHMM) with Dirichlet state distributions

Abstract

In this paper, the foundations of the theory of the continuum-state HMM (cHMM) are extended to include a forward/ backward algorithm producing probability densities analogous to those in conventional HMMs, and algorithms for estimating the parameters of the state transition density and the constituent output densities. The α and β densities… (More)
DOI: 10.1109/ACSSC.2013.6810604

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