An Efficient Calculation of the Moments of Matched and Mismatched Hidden Markov Models

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

doi:10.1109/78.469844

An Efficient Calculation of the Moments of Matched and Mismatched Hidden Markov Models

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

Research output: Contribution to journal › Article › peer-review

Abstract

Streit analysed the classification of an unknown hidden Markov model (HMM) using a set of prescribed HMM’s. He proposed a suboptimal test statistic that can be approximated by certain moments for this classification. In this correspondence, the algorithm given by Streit to derive these moments is reformulated in a matrix algebra setting that gives a better insight into the algorithm. Also, an asymptotic analysis of the algorithm is derived using the reformulation.

Original language	English
Pages (from-to)	2422-2425
Number of pages	4
Journal	IEEE Transactions on Signal Processing
Volume	43
Issue number	10
DOIs	https://doi.org/10.1109/78.469844
Publication status	Published - Dec 1995

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title = "An Efficient Calculation of the Moments of Matched and Mismatched Hidden Markov Models",

abstract = "Streit analysed the classification of an unknown hidden Markov model (HMM) using a set of prescribed HMM{\textquoteright}s. He proposed a suboptimal test statistic that can be approximated by certain moments for this classification. In this correspondence, the algorithm given by Streit to derive these moments is reformulated in a matrix algebra setting that gives a better insight into the algorithm. Also, an asymptotic analysis of the algorithm is derived using the reformulation.",

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An Efficient Calculation of the Moments of Matched and Mismatched Hidden Markov Models

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