Recursive parameter estimation algorithm of the Dirichlet hidden Markov model

The recursive (online, incremental) estimation of the hidden Markov model (HMM) parameters has become a more popular research subject. The complexity of the recursive methods is linear, and this complexity allows the estimation of parameters in real time. Most of the recursive parameter estimation m...

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Bibliographic Details
Published in:	Journal of statistical computation and simulation Vol. 90; no. 2; pp. 306 - 323
Main Authors:	Vaičiulytė, Jūratė, Sakalauskas, Leonidas
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 22.01.2020 Taylor & Francis Ltd
Subjects:	Algorithms Clustering Complexity Computer simulation Datasets Dirichlet distribution Dirichlet problem hidden Markov models likelihood method Markov analysis Markov chains Mathematical models Maximum likelihood method Parameter estimation recursive EM algorithm Recursive methods
ISSN:	0094-9655, 1563-5163
Online Access:	Get full text
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