Maximum likelihood estimation for multivariate observations of Markov sources

DOI10.1109/TIT.1982.1056544MaRDI QIDQ3965447zbMATH OpenFDO

Authors Louis A. Liporace

Publication date 1982

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationiterative procedurevector random processesmultivariate functions of Markov chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05)

Cited in

(16)

• The well-designed logical robot: learning and experience from observations to the Situation Calculus
• Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain
• Analysis of time series subject to changes in regime
• HMMs for diagnostics and prognostics in machining processes
• The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
• On stochastic dynamic modeling of incidence data
• Denoising and recognition using hidden Markov models with observation distributions modeled by hidden Markov trees
• Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data
• Computational issues in parameter estimation for hidden Markov models with template model builder
• Elderly-falling detection using distributed direction-sensitive pyroelectric infrared sensor arrays
• Parameter estimation in a condition-based maintenance model
• Parameter estimation of Markov switching bilinear model using the (EM) algorithm
• Parameter estimation for hidden Gibbs chains
• Parameter estimation for partially observable systems subject to random failure
• Some recent research in the analysis of mixture distributions
• Invited paper: Automatic speech recognition: History, methods and challenges

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