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Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models

Miftahul Fikri, Miftahul Fikri and Abdul Malek, Zulkurnain and Mohd. Esa, Mona. Riza and Eko Supriyanto, Eko Supriyanto (2023) Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models. Malaysian Journal of Fundamental and Applied Sciences, 19 (5). pp. 840-854. ISSN 2289-599X

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Official URL: http://dx.doi.org/10.11113/mjfas.v19n5.3041

Abstract

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.

Item Type:Article
Uncontrolled Keywords:expectation maximization, hidden Markov model inhomogeneous, likelihood function, monotone convergence
Subjects:T Technology > TK Electrical engineering. Electronics Nuclear engineering
Divisions:Electrical Engineering
ID Code:105358
Deposited By: Yanti Mohd Shah
Deposited On:24 Apr 2024 06:36
Last Modified:24 Apr 2024 06:36

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