多元正态隐马尔可夫非齐次模型的递归参数估计及其收敛性

IF 0.8 Q3 MULTIDISCIPLINARY SCIENCES

Malaysian Journal of Fundamental and Applied Sciences Pub Date : 2023-10-19 DOI:10.11113/mjfas.v19n5.3041

Miftahul Fikri, Zulkurnain Abdul-Malek, Mona Riza Mohd Esa, Eko Supriyanto

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引用次数: 0

摘要

本文讨论了多元正态隐非齐次马尔可夫模型的参数估计和收敛性分析。研究结果表明，利用期望最大化算法，一组参数估计量以单调递增的方式收敛到似然函数的一个平稳点。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Recursive Parameter Estimation and Its Convergence for Multivariate Normal Hidden Markov Inhomogeneous Models

In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the likelihood function in a monotonically increasing manner.

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来源期刊

Malaysian Journal of Fundamental and Applied Sciences MULTIDISCIPLINARY SCIENCES-

CiteScore

1.40

自引率

0.00%

发文量