کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10362235 | 870662 | 2005 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Hidden Markov models with states depending on observations
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
چشم انداز کامپیوتر و تشخیص الگو
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Hidden Markov models with states depending on observations Hidden Markov models with states depending on observations](/preview/png/10362235.png)
چکیده انگلیسی
In the standard hidden Markov model, the current state depends only on the immediately preceding state, but has nothing to do with the immediately preceding observation. This paper presents a new type of hidden Markov models in which the current state depends both on the immediately preceding state and the immediately preceding observation, and the state sequence is still a Markov chain. Several new algorithms are given and simulated for the three basic problems of interest, including probability evaluation, optimal state sequence and parameter estimation. One example of its initial applications shows that the new model may outperform the standard model in some circumstance.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Pattern Recognition Letters - Volume 26, Issue 7, 15 May 2005, Pages 977-984
Journal: Pattern Recognition Letters - Volume 26, Issue 7, 15 May 2005, Pages 977-984
نویسندگان
Yujian Li,