Extended Viterbi Algorithm for Hidden Markov Process: A Transient/Steady Probabilities Approach

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dc.contributor.authorSoltan, Reza A.en
dc.contributor.authorAhmadian, Mehdien
dc.contributor.departmentMechanical Engineeringen
dc.date.accessioned2013-06-24T20:05:45Zen
dc.date.available2013-06-24T20:05:45Zen
dc.date.issued2012en
dc.description13 p.en
dc.description.abstractIn this paper an extended Viterbi algorithm is presented for first-order hidden Markov processes, with the help of a dummy combined state sequence. For this, the Markov switching’s transient probabilities and steady probabilities are studied separately. The algorithm gives a maximum likelihood estimate for the state sequence of a hidden Markov process. Comparing with the standard Viterbi algorithm, this method gives a higher maximum likelihood, and also picks up the state switching earlier, which is particularly important for the out of sample applications. The theory of this method is discussed in this paper and then a sample of a series of experiment is presented to illustrate the theory. A quantitative comparison is also given between this method and the standard Viterbi algorithm.en
dc.format.mimetypeapplication/pdfen
dc.identifier.citationSoltan, R. A., & Ahmadian, M. (2012). Extended Viterbi Algorithm for Hidden Markov Process: A Transient/Steady Probabilities Approach. In International Mathematical Forum (Vol. 7, No. 58, pp. 2871-2883).en
dc.identifier.issn1312-7594en
dc.identifier.urihttp://hdl.handle.net/10919/23263en
dc.language.isoen_USen
dc.publisherHikari Ltd.en
dc.rightsCreative Commons Attribution 3.0 United Statesen
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/us/en
dc.subjectExtended viterbien
dc.subjectFirst Order HMMen
dc.subjectCombined state sequenceen
dc.subjectHidden markov modelen
dc.subjectMaximum likelihood estimationen
dc.subjectTransient probabilityen
dc.subjectSteady probabilityen
dc.titleExtended Viterbi Algorithm for Hidden Markov Process: A Transient/Steady Probabilities Approachen
dc.typeArticleen
dc.type.dcmitypeTexten

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