Offline and online identification of hidden semi-Markov models

被引:22
作者
Azimi, M [1 ]
Nasiopoulos, P [1 ]
Ward, RK [1 ]
机构
[1] Univ British Columbia, Dept Elect & Comp Engn, Vancouver, BC V6K 1Z4, Canada
关键词
expectation maximization (EM) algorithm; recursive maximum likelihood (RML); recursive prediction error (RPE); semi-Markov models;
D O I
10.1109/TSP.2005.850344
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
We present a new signal model for hidden semi-Markov models (HSMMs). Instead of constant transition probabilities used in existing models, we use state-duration-dependant transition probabilities. We show that our modeling approach leads to easy and efficient implementation of parameter identification algorithms. Then, we present a variant of the EM algorithm and an adaptive algorithm for parameter identification of HSMMs in the offline and online cases, respectively.
引用
收藏
页码:2658 / 2663
页数:6
相关论文
共 25 条
[1]  
Abramowitz M., 1964, HDB MATH FUNCTIONS
[2]  
Andrews GE., 1999, SPECIAL FUNCTIONS, V71
[3]  
[Anonymous], HDB PROBABILITY STAT
[4]   THE INTERACTING MULTIPLE MODEL ALGORITHM FOR SYSTEMS WITH MARKOVIAN SWITCHING COEFFICIENTS [J].
BLOM, HAP ;
BARSHALOM, Y .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1988, 33 (08) :780-783
[5]   STATE ESTIMATION FOR SYSTEMS WITH SOJOURN-TIME-DEPENDENT MARKOV MODEL SWITCHING [J].
CAMPO, L ;
MOOKERJEE, P ;
BARSHALOM, Y .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (02) :238-243
[6]  
Collings IB, 1998, INT CONF ACOUST SPEE, P2261, DOI 10.1109/ICASSP.1998.681599
[7]   ONLINE IDENTIFICATION OF HIDDEN MARKOV-MODELS VIA RECURSIVE PREDICTION ERROR TECHNIQUES [J].
COLLINGS, IB ;
KRISHNAMURTHY, V ;
MOORE, JB .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (12) :3535-3539
[8]  
Elliott R., 1995, Hidden Markov Models-Estimation and Control, V29
[9]   OPTIMAL SIMULTANEOUS DETECTION AND ESTIMATION OF FILTERED DISCRETE SEMI-MARKOV CHAINS [J].
GOUTSIAS, J ;
MENDEL, JM .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1988, 34 (03) :551-568
[10]   RECURSIVE ESTIMATION IN MIXTURE-MODELS WITH MARKOV REGIME [J].
HOLST, U ;
LINDGREN, G .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1991, 37 (06) :1683-1690