Farzad Eskandari

[ 1 ] - Generalized Baum-Welch and Viterbi Algorithms Based on the Direct Dependency among Observations

The parameters of a Hidden Markov Model (HMM) are transition and emission probabilities‎. ‎Both can be estimated using the Baum-Welch algorithm‎. ‎The process of discovering the sequence of hidden states‎, ‎given the sequence of observations‎, ‎is performed by the Viterbi algorithm‎. ‎In both Baum-Welch and Viterbi algorithms‎, ‎it is assumed that...