Estimating rate constants in hidden Markov models by the EM algorithm

Authors
Michalek, S Timmer, J
Citation
S. Michalek et J. Timmer, Estimating rate constants in hidden Markov models by the EM algorithm, IEEE SIGNAL, 47(1), 1999, pp. 226-228
Citations number
22
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
47
Issue
1
Year of publication
1999
Pages
226 - 228
Database
ISI
SICI code
1053-587X(199901)47:1<226:ERCIHM>2.0.ZU;2-Z
Abstract
The EM algorithm, e.g., the Baum-Welch re-estimation, is an important tool for parameter estimation in discrete-time hidden Markov models. We present a direct re-estimation of rate constants for applications in which the unde rlying Marker process is continuous in time. Previous estimation of discret e-time transition probabilities is not necessary.