An analytic solution for estimating two-dimensional hidden Markov models

DOI10.1016/J.AMC.2006.06.080MaRDI QIDQ872314zbMATH OpenOpenAlexFDO

Authors Yujian Li

Publication date 27 March 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.06.080

zbMATH Keywords

parameter estimationhidden Markov modelnumerical examplesoptimal state matrixprobability evaluation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

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• Basic problems solving for two-dimensional discrete \(3\times 4\) order hidden Markov model
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Cites work

• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• Biological Sequence Analysis
• Classification of binary random patterns
• Hidden Markov Models for Speech Recognition
• Hidden Markov processes
• On the relationship of the Markov mesh to the NSHP Markov chain
• Properties of the maximum a posteriori path estimator in hidden Markov models
• Reduced-Complexity Estimation for Large-Scale Hidden Markov Models
• Signal and Image Segmentation Using Pairwise Markov Chains
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Wavelet-based texture analysis and synthesis using hidden Markov models

Cited in

(9)

• Newton Polytopes of Two-Dimensional Hidden Markov Models
• A simplified matrix formulation for sensitivity analysis of hidden Markov models
• ℋ∞ filtering for discrete‐time hidden singular Markov jump systems subject to partially known probability information under DoS attacks
• Parameter estimation of HMM2 based on wavelet transformations
• The strict definition of second-order discrete hidden Markov model and its equivalent nature
• A computationally efficient approach to the estimation of two- and three-dimensional hidden Markov models
• Formal definitions equivalent for two dimensional hidden Markov models
• Basic problems solving for two-dimensional discrete \(3\times 4\) order hidden Markov model
• Basic problems and solution methods for two-dimensional continuous \(3\times 3\) order hidden Markov model

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