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二阶隐马尔可夫模型的学习算法及其与一阶隐马尔可夫模型的关系
引用本文:史笑兴,王太君,何振亚.二阶隐马尔可夫模型的学习算法及其与一阶隐马尔可夫模型的关系[J].应用科学学报,2001,19(1):29-32.
作者姓名:史笑兴  王太君  何振亚
作者单位:东南大学无线电工程系, 江苏南京 210096
摘    要:研究和推导了二阶隐马尔可夫模型(HMM2)的学习算法,其中包括前向、后向变量的定义与计算,Viter-bi算法,以及Baum-Welch算法.同时还研究了HMM2与一阶隐马尔可夫模型(HMM1)之间的关系,发现对任给的HMM2,总存在一个HMM1与之等价,提出了HMM2与HMM1的等价性定理,并给出了定理的证明.

关 键 词:一阶隐马尔可夫模型  二阶隐马尔可夫模型  学习算法  
文章编号:0255-8297(2001)01-0029-04
收稿时间:1999-07-25
修稿时间:2000-01-06

The Learning Algorithm of the Second Order HMM and Its Relationship with the First Order HMM
SHI Xiao xing,WANG Tai jun,HE Zhen ya.The Learning Algorithm of the Second Order HMM and Its Relationship with the First Order HMM[J].Journal of Applied Sciences,2001,19(1):29-32.
Authors:SHI Xiao xing  WANG Tai jun  HE Zhen ya
Institution:Department of Radio Engineering, Southeast University, Nanjing 210096, China
Abstract:In this paper, we investigate the learning algorithm of the second order HMM (HMM2), which includes the forward variable algorithm, backward variable algorithm, Viterbi algorithm and Baum Welch algorithm. Meanwhile, we study the relationship between the HMM2 and the first order HMM (HMM1), and find that for any HMM2 there always exists a HMM1 which is equal to the HMM2. We propose and prove the equivalent theorem of the HMM2 and HMM1.
Keywords:the first order HMM (HMM1)  the second order HMM (HMM2)  learning algorithm
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