Estimating rate constants in hidden Markov models by the EM algorithm

被引：16

作者：

Michalek, S ^{[1
]}

Timmer, J ^{[1
]}

机构：

[1] Univ Freiburg, Ctr Data Anal & Modeling, Freiburg, Germany

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1999年 / 47卷 / 01期

关键词：

continuous-time hidden Markov model; EM algorithm; maximum likelihood estimate; parameter estimation; parameterized hidden Markov model;

D O I：

10.1109/78.738259

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The EM algorithm, e.g., the Baum-Welch re-estimation, is an important tool for parameter estimation in discrete-time hidden Markov models. We present a direct re-estimation of rate constants for applications in which the underlying Marker process is continuous in time. Previous estimation of discrete-time transition probabilities is not necessary.

引用

页码：226 / 228

页数：3

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