Accession Number:

ADA495130

Title:

A Modified Baum-Welch Algorithm for Hidden Markov Models with Multiple Observation Spaces

Descriptive Note:

Journal article

Corporate Author:

NAVAL UNDERSEA WARFARE CENTER DIV NEWPORT RI

Personal Author(s):

• Baggenstoss, Paul M.

Report Date:

2001-05-01

Pagination or Media Count:

7.0

Abstract:

In this paper, we derive an algorithm similar to the well-known Baum-Welch algorithm for estimating the parameters of a hidden Markov model HMM. The new algorithm allows the observation PDF of each state to be defined and estimated using a different feature set. We show that estimating parameters in this manner is equivalent to maximizing the likelihood function for the standard parameterization of the HMM defined on the input data space. The processor becomes optimal if the state-dependent feature sets are sufficient statistics to distinguish each state individually from a common state.

Descriptors:

• *ALGORITHMS
• *MARKOV PROCESSES
• OBSERVATION
• MATHEMATICAL MODELS
• REPRINTS

Subject Categories:

• Numerical Mathematics
• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE