1985
DOI: 10.1002/j.1538-7305.1985.tb00273.x
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Maximum-Likelihood Estimation for Mixture Multivariate Stochastic Observations of Markov Chains

Abstract: In this paper we discuss parameter estimation by means of the reestimation algorithm for a class of multivariate mixture density functions of Markov chains. The scope of the original reestimation algorithm is expanded and the previous assumptions of log concavity or ellipsoidal symmetry are obviated, thereby enhancing the modeling capability of the technique. Reestimation formulas in terms of the well-known forward-backward inductive procedure are also derived.

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Cited by 219 publications
(128 citation statements)
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“…In this section we will focus on techniques based on Hidden Markov Models, which is the case of many more recent approaches 3 . Due to lack of space, our discussion of HMMs will be rather summary and heavily biased towards our application, the interested reader may refer to the papers by Juang et al [6] and Rabiner [9] for a deeper introduction.…”
Section: Motion Pattern Learning With Hmmsmentioning
confidence: 99%
“…In this section we will focus on techniques based on Hidden Markov Models, which is the case of many more recent approaches 3 . Due to lack of space, our discussion of HMMs will be rather summary and heavily biased towards our application, the interested reader may refer to the papers by Juang et al [6] and Rabiner [9] for a deeper introduction.…”
Section: Motion Pattern Learning With Hmmsmentioning
confidence: 99%
“…The HMM estimation algorithm is readily available in e.g., [1,2,10]. We will use the training algorithm presented in [10].…”
Section: The Hidden Markov Modelmentioning
confidence: 99%
“…Gaussian density). The adaption of reestimation formulas of BaumWelch procedure for the continuous case is straightforward [16].…”
Section: Hidden Markov Modelsmentioning
confidence: 99%