Baum-Welch reestimation formula for coupled sequential machines
V. Breuer, Günter Radons · IEEE Transactions on Signal Processing · 1995
Extends the well known Baum-Welch algorithm for the parameter estimation of autonomous initialized stochastic sequential machines (ISSMs) to the case of feed-forward networks of ISSMs where the particular machines are communicating via hidden symbols. The approach should be appropriate if the stochastic process under consideration exhibits a modular structure.>