A simple calculation of the joint moments of hidden Markov models

Mehmet Karan; Brian D.O. Anderson; Robert C. Williamson

doi:10.1109/ICASSP.1994.389739

A simple calculation of the joint moments of hidden Markov models

Mehmet Karan, Brian D.O. Anderson, Robert C. Williamson

Research output: Contribution to journal › Conference article › peer-review

Abstract

In this paper, an algorithm presented by Streit to calculate the integer moments of the output sequence probabilities using the probability measures of the Hidden Markov Models (HMMs) is reformulated in a matrix algebra framework which allows a better understanding of the algorithm. This algorithm arises in the context of the classification of an unknown stochastic process by a set of HMMs using a test statistic which can be approximated by these integer moments. Using this new formulation, a simple way of calculating the joint moments directly from the parameters of the HMMs in a non-iterative way is presented, and an asymptotic analysis of the algorithm is performed.

Original language	English
Article number	389739
Pages (from-to)	IV333-IV335
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	4
DOIs	https://doi.org/10.1109/ICASSP.1994.389739
Publication status	Published - 1994
Event	Proceedings of the 1994 IEEE International Conference on Acoustics, Speech and Signal Processing. Part 2 (of 6) - Adelaide, Aust Duration: 19 Apr 1994 → 22 Apr 1994

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10.1109/ICASSP.1994.389739

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title = "A simple calculation of the joint moments of hidden Markov models",

abstract = "In this paper, an algorithm presented by Streit to calculate the integer moments of the output sequence probabilities using the probability measures of the Hidden Markov Models (HMMs) is reformulated in a matrix algebra framework which allows a better understanding of the algorithm. This algorithm arises in the context of the classification of an unknown stochastic process by a set of HMMs using a test statistic which can be approximated by these integer moments. Using this new formulation, a simple way of calculating the joint moments directly from the parameters of the HMMs in a non-iterative way is presented, and an asymptotic analysis of the algorithm is performed.",

author = "Mehmet Karan and Anderson, {Brian D.O.} and Williamson, {Robert C.}",

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AU - Anderson, Brian D.O.

AU - Williamson, Robert C.

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Y1 - 1994

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AB - In this paper, an algorithm presented by Streit to calculate the integer moments of the output sequence probabilities using the probability measures of the Hidden Markov Models (HMMs) is reformulated in a matrix algebra framework which allows a better understanding of the algorithm. This algorithm arises in the context of the classification of an unknown stochastic process by a set of HMMs using a test statistic which can be approximated by these integer moments. Using this new formulation, a simple way of calculating the joint moments directly from the parameters of the HMMs in a non-iterative way is presented, and an asymptotic analysis of the algorithm is performed.

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U2 - 10.1109/ICASSP.1994.389739

DO - 10.1109/ICASSP.1994.389739

M3 - Conference article

AN - SCOPUS:85079195194

SN - 1520-6149

VL - 4

SP - IV333-IV335

JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

M1 - 389739

T2 - Proceedings of the 1994 IEEE International Conference on Acoustics, Speech and Signal Processing. Part 2 (of 6)

Y2 - 19 April 1994 through 22 April 1994

ER -

A simple calculation of the joint moments of hidden Markov models

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