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

✍ Scribed by A.P Dunmur; D.M Titterington

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
390 KB
Volume
40
Category
Article
ISSN
0167-7152

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✦ Synopsis

The Baum-Welch (EM) algorithm is a familiar tool for calculation of the maximum likelihood estimate of the parameters in hidden Markov chain models. For the particular case of a binary Markov chain corrupted by binary channel noise a detailed study is carried out of the influence that the initial conditions impose on the results produced by the algorithm.

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