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Type: Conference paper
Title: Improved smoother dynamics for discrete time HMM parameter estimation
Author: Elliott, R.
Malcolm, W.
Citation: Proceedings of the 40th IEEE Conference on Decision and Control : December 4-7, 2001, Hyatt Regency Grand Cypress, Orlando, Florida, USA / pp. 1-6 [CDROM]
Publisher: IEEE Systems Control Society
Publisher Place: CDROM
Issue Date: 2001
Conference Name: IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
Editor: Theodore Djaferis
Statement of
Elliott, R.J. ; Malcolm, W.P.
Abstract: In this article, we consider hidden Markov model (HMM) parameter estimation in the context of an expectation maximisation (EM) algorithm. The models we study are discrete-time Markov chains observed in Gaussian noise. New formulae for updating smoothed estimates are given for the models just described.
Description: © Copyright 2001 IEEE
DOI: 10.1109/.2001.980402
Appears in Collections:Applied Mathematics publications
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