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Volumn 4, Issue , 1998, Pages 2261-2264

A new maximum likelihood gradient algorithm for on-line hidden Markov model identification

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC PROPERTIES; CONVERGENCE PROBLEMS; IDENTIFICATION ALGORITHMS; LIKELIHOOD FUNCTIONS; ON-LINE IDENTIFICATION; PARAMETER ESTIMATE; RATE OF CONVERGENCE; SIMULATION STUDIES;

EID: 0031632654     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1998.681599     Document Type: Conference Paper
Times cited : (20)

References (10)
  • 1
    • 0028693846 scopus 로고
    • Online identification of hidden markov models via recursive prediction error techniques
    • I. B. Collings, V. Krishnamurthy, and J. B. Moore, "Online identification of hidden Markov models via recursive prediction error techniques", IEEE Trans. Signal Process., vol. 42, pp. 3535-3539,1994.
    • (1994) IEEE Trans. Signal Process. , vol.42 , pp. 3535-3539
    • Collings, I.B.1    Krishnamurthy, V.2    Moore, J.B.3
  • 2
    • 0028495819 scopus 로고
    • An HMM approach to adaptive demodulation of QAM signals in fading channels
    • I. B. Collings and J. B. Moore, "An HMM approach to adaptive demodulation of QAM signals in fading channels," Int. J. Adapt. Control Signal Process., vol. 8, pp. 457-474,1994.
    • (1994) Int. J. Adapt. Control Signal Process. , vol.8 , pp. 457-474
    • Collings, I.B.1    Moore, J.B.2
  • 3
    • 0028495341 scopus 로고
    • Exact adaptive filters for markov chains observed in gaussian noise
    • R. J. Elliott, "Exact adaptive filters for Markov chains observed in Gaussian noise," Automatica, vol. 30, no. 9,1976.
    • (1976) Automatica , vol.30 , Issue.9
    • Elliott, R.J.1
  • 4
    • 0001214703 scopus 로고
    • On asymptotic normality in stochastic approximation
    • V. Fabian, "On asymptotic normality in stochastic approximation," Ann. Math. Statist., vol. 39, pp. 13271332,1968.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 13271332
    • Fabian, V.1
  • 5
    • 0000825278 scopus 로고
    • Recursive estimation in mixture models with Markov regime
    • U. Hoist and G. Lindgren, "Recursive estimation in mixture models with Markov regime," IEEE Trans. Inform. Theory, vol. 37, pp. 1683-1690,1991.
    • (1991) IEEE Trans. Inform. Theory , vol.37 , pp. 1683-1690
    • Hoist, U.1    Lindgren, G.2
  • 6
    • 0027797470 scopus 로고
    • On-line estimation of hidden markov model parameters based on the kullback-leibler information measure
    • V. Krishnamurthy and J. B. Moore, "On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure," IEEE Trans. Signal Process., vol. 41, pp. 2557-2573,1993.
    • (1993) IEEE Trans. Signal Process. , vol.41 , pp. 2557-2573
    • Krishnamurthy, V.1    Moore, J.B.2
  • 8
    • 0024610919 scopus 로고
    • A tutorial on hidden markov models and selected applications in speech recognition
    • L. R. Rabiner, "A tutorial on hidden Markov models and selected applications in speech recognition," Proc. IEEE, vol. 77, pp. 257-285,1989.
    • (1989) Proc. IEEE , vol.77 , pp. 257-285
    • Rabiner, L.R.1
  • 9
    • 0010921719 scopus 로고
    • Almost sure approximations to the robbins-monro and kiefer-wolfowitz processes with dependent noise
    • D. Ruppert, "Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise," Ann. Prob., vol. 10, pp. 178-187, 1982.
    • (1982) Ann. Prob. , vol.10 , pp. 178-187
    • Ruppert, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.