A hidden Markov model is described for which the probability of occupancy of a state over the duration tau is governed by the gamma density, d( tau ). It is shown how to estimate the parameters of this model, and a proof of the correctness of the method is sketched. The performance of the algorithm is demonstrated in a test on simulated data. For the five-state, three-dimensisonal case tested, convergence to correct values from random initial values is obtained in 7-10 iterations.
|Original language||English (US)|
|Number of pages||4|
|Journal||ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings|
|State||Published - 1986|
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering