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Maximum a posteriori estimation for multivariate Gaussian mixture observations of Markov chains

โœ Scribed by Gauvain, J.-L.; Chin-Hui Lee


Book ID
115449392
Publisher
IEEE
Year
1994
Tongue
English
Weight
999 KB
Volume
2
Category
Article
ISSN
1063-6676

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Parameter estimation for multivariate functions of Markov chains, a class of versatile statistical models for vector random processes, is discussed. The model regards an ordered sequence of vectors as noisy multivariate observations of a Markov chain. Mixture distributions are a special case. The fo