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Browse Journals & Magazines > Signal Processing, IEEE Trans ...> Volume:47 Issue:1 Help

Estimating rate constants in hidden Markov models by the EM algorithm

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2 Author(s)
Michalek, S. ; Center for Data Anal. & Modeling, Freiburg Univ., Germany ; Timmer, J.

The EM algorithm, e.g., the Baum-Welch (1970) re-estimation, is an important tool for parameter estimation in discrete-time hidden Markov models. We present a direct re-estimation of rate constants for applications in which the underlying Markov process is continuous in time. Previous estimation of discrete-time transition probabilities is not necessary

Published in:
Signal Processing, IEEE Transactions on  (Volume:47 ,  Issue: 1 )

Date of Publication: Jan 1999

Page(s):
226 - 228
ISSN :
1053-587X
INSPEC Accession Number:
6140102
Digital Object Identifier :
10.1109/78.738259
Date of Current Version :
06 August 2002
Issue Date :
Jan 1999
Sponsored by :
IEEE Signal Processing Society

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