The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

被引：4
|
作者：
Dunmur, AP [1 ]
Titterington, DM [1 ]
机构：
[1] Univ Glasgow, Dept Stat, Glasgow G12 8QW, Lanark, Scotland
来源：
STATISTICS & PROBABILITY LETTERS | 1998年 / 40卷 / 01期
关键词：
Baum-Welch algorithm; binary Markov chain; EM algorithm; initial conditions;
D O I：
10.1016/S0167-7152(98)00100-X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Baum-Welch (EM) algorithm is a familiar tool for calculation of the maximum likelihood estimate of the parameters in hidden Markov chain models. For the particular case of a binary Markov chain corrupted by binary channel noise a detailed study is carried out of the influence that the initial conditions impose on the results produced by the algorithm. (C) 1998 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：67 / 73
页数：7
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