Title :
Baum-Welch reestimation formula for coupled sequential machines
Author :
Breuer, Volker ; Radons, Günter
Author_Institution :
Inst. fur Theor. Phys., Kiel, Germany
fDate :
5/1/1995 12:00:00 AM
Abstract :
Extends the well known Baum-Welch algorithm for the parameter estimation of autonomous initialized stochastic sequential machines (ISSMs) to the case of feed-forward networks of ISSMs where the particular machines are communicating via hidden symbols. The approach should be appropriate if the stochastic process under consideration exhibits a modular structure
Keywords :
feedforward neural nets; finite state machines; hidden Markov models; parameter estimation; sequential machines; signal processing; Baum-Welch reestimation formula; autonomous initialized stochastic sequential machines; feed-forward networks; hidden symbols; modular structure; parameter estimation; stochastic process; Biological system modeling; Data compression; Feedforward systems; Hidden Markov models; Markov processes; Parameter estimation; Probability distribution; Signal analysis; Signal processing; Stochastic processes;
Journal_Title :
Signal Processing, IEEE Transactions on
