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次へ: Estimation of optimal state 上へ: Solution Method using Ergodic 戻る: Ergodic HMM

HMM parameter estimation


It is known that the HMM parameter $M$ can be estimated by the Baum-Welch algorithm. This is a kind of EM algorithm [2] whose HMM parameters are iteratively calculated. This training algorithm runs to local maxima, so the initial parameters are important.




Jin'ichi Murakami 平成13年1月19日