A modified Baum-Welch algorithm for hidden Markov models with multiple observation spaces.
Paul M. BaggenstossPublished in: ICASSP (2000)
Keyphrases
- hidden markov models
- baum welch
- em algorithm
- forward backward
- sequential data
- viterbi algorithm
- continuous hidden markov models
- similarity measure
- dynamic programming
- markov models
- hierarchical hidden markov model
- expectation maximization
- markov model
- spatio temporal
- speech recognition
- estimate the model parameters