DocumentCode
1022035
Title
An efficient calculation of the moments of matched and mismatched hidden Markov models
Author
Karan, Mehmet ; Anderson, Brian D O ; Williamson, Robert C.
Author_Institution
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Volume
43
Issue
10
fYear
1995
fDate
10/1/1995 12:00:00 AM
Firstpage
2422
Lastpage
2425
Abstract
Streit (1990) analysed the classification of an unknown hidden Markov model (HMM) using a set of prescribed HMMs. He proposed a suboptimal test statistic that can be approximated by certain moments for this classification. In the present paper the algorithm given by Streit to derive these moments is reformulated in a matrix algebra setting that gives a better insight into the algorithm. Also, an asymptotic analysis of the algorithm is derived using the reformulation
Keywords
hidden Markov models; matrix algebra; signal processing; asymptotic analysis; classification; matched hidden Markov models; matrix algebra; mismatched hidden Markov models; moments; suboptimal test statistic; Algorithm design and analysis; Circuits; Density functional theory; Entropy; Filters; Hidden Markov models; Matrices; Probability; Signal processing algorithms; Time measurement;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.469844
Filename
469844
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