The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

Statistics and Probability Letters

Volumn 40, Issue 1, 1998, Pages 67-73

  Dunmur, A P ^a   Titterington, D M ^a  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Baum Welch algorithm; Binary Markov chain; EM algorithm; Initial conditions

Indexed keywords

EID: 0032162251     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00100-x     Document Type: Article

References (4)

1. Archer, G.E.B., Titterington, D.M., 1995. Parameter estimation for hidden Markov chains. Technical Report 95-1, Dept. of Statistics, University of Glasgow.
2. Dempster, A.P., Laird, N.M., Rubin, D.B., 1977. Maximum likelihood estimation from incomplete data via the EM algorithm (with discussion). J. R. Statist. Soc. B, 39, 1-38.
3. Liporace, L.A., 1982. Maximum likelihood estimation for multivariate observations of Markov sources. IEEE Trans. Inform. Theory 28, 729-734.
4. Rabiner, L.R., 1989. A tutorial on hidden Markov models and selected applications in speech recognition. Proc. IEEE, 27, 257-286.