Abstract
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) |
|---|---|
| Pages (from-to) | 1241-1244 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| State | Published - 1986 |
| Externally published | Yes |
ASJC Scopus subject areas
- Software
- Signal Processing
- Electrical and Electronic Engineering