Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models
نویسندگان
چکیده
منابع مشابه
Maximum-likelihood estimation for hidden Markov models
Hidden Markov models assume a sequence of random variables to be conditionally independent given a sequence of state variables which forms a Markov chain. Maximum-likelihood estimation for these models can be performed using the EM algorithm. In this paper the consistency of a sequence of maximum-likelihood estimators is proved. Also, the conclusion of the Shannon-McMillan-Breiman theorem on en...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2010
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2010.2081110