Adaptive estimation of HMM transition probabilities

Ford, Jason J. & Moore, John B. (1998) Adaptive estimation of HMM transition probabilities. IEEE Transactions on Signal Processing, 46(5), pp. 1374-1385.

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This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

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ID Code: 78147
Item Type: Journal Article
Refereed: Yes
DOI: 10.1109/78.668799
ISSN: 1053-587X
Subjects: Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Control Systems Robotics and Automation (090602)
Divisions: Current > Schools > School of Electrical Engineering & Computer Science
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 1998 IEEE
Deposited On: 30 Oct 2014 23:44
Last Modified: 30 Oct 2014 23:44

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