IEEE - Institute of Electrical and Electronics Engineers, Inc. - A modified Baum-Welch algorithm for hidden Markov models with multiple observation spaces

Author(s): P.M. Baggenstoss
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2001
Volume: 9
Page Count: 6
Page(s): 411 - 416
ISSN (Paper): 1063-6676
DOI: 10.1109/89.917686
Regular:

We derive an algorithm similar to the well-known Baum-Welch (1970) algorithm for estimating the parameters of a hidden Markov model (HMM). The new algorithm allows the observation PDF of each... View More

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