| 三阶隐马氏模型算法及其与一阶隐马氏模型的关系 |
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| 引用本文： | 叶飞,衣娜,王翼飞.三阶隐马氏模型算法及其与一阶隐马氏模型的关系[J].应用科学学报,2011,29(5):500-507. |
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| 作者姓名： | 叶飞 衣娜 王翼飞 |
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| 作者单位： | 1. 上海大学数学系，上海200444
2. 铜陵学院数学与计算机科学系，安徽铜陵244000 |
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| 基金项目： | 国家自然科学基金(No.30871341); 上海市重点学科基金(No.S30104); 上海市教委重点学科建设项目基金(No.J50101); 科技部重大科技专项基金(No.2008ZX10002-017,No.2008ZX10002-020,No.2009ZX09103-686)资助 |
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| 摘 要： | 为了考虑更多的统计特征，提出了一类三阶隐马氏模型，其中状态转移和输出观测同时取决于当前状态和前面两个状态. 研究和推导了这类三阶隐马氏模型中估值问题的向前－向后算法、解码问题的Viterbi算法和学习问题的Baum-Welch算法. 对此类三阶隐马氏模型，构造了一个与之等价的一阶隐马氏模型，提出并证明了它们的等价性定理. 研究结果丰富了隐马氏模型的算法理论，可为一些实际应用提供更好的方法.
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| 关 键 词： | 一阶隐马氏模型 三阶隐马氏模型 向前-向后算法 Viterbi算法 Baum-Welch算法 |
| 收稿时间： | 2011-01-09 |
| 修稿时间： | 2011-05-25 |
Algorithms of Third-Order Hidden Markov Model and Its Relationship with First-Order Hidden Markov Model |
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| YE Fei,YI Na,WANG Yi-fei.Algorithms of Third-Order Hidden Markov Model and Its Relationship with First-Order Hidden Markov Model[J].Journal of Applied Sciences,2011,29(5):500-507. |
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| Authors: | YE Fei YI Na WANG Yi-fei |
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| Institution: | 1. Department of Mathematics, Shanghai University, Shanghai 200444, China;
2. Department of Mathematics and Computer Science, Tongling University, Tongling 244000,;
Anhui Province, China |
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| Abstract: | In order to consider more statistical characteristics,a class of third-order hidden Markov model is proposed.In this model,both state transition and output observation depend on the current state and on the two preceding states as well.Three algorithms of the third-order hidden Markov model are studied and derived,including the forward-backward algorithm for observation sequence evaluation,the Viterbi algorithm for determining the optimal state sequence,and the Baum-Welch algorithm for training the third-or... |
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| Keywords: | first-order hidden Markov model third-order hidden Markov model forward-backward algorithm Viterbi algorithm Baum-Welch algorithm |
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