Parametric Estimate of Second-Order Hidden Markov Models Relation with the Observations
Tao Chen · Journal of Southwest China Normal University · 2006
This paper first describes the structure of second-order hidden Markov models relation with the observations on condition that observation noise is not independent of the Markov chain,and then researches the Forward-Backward Algorithm and the Baum-Welch algorithm of the modified models,and derives the update parametric estimation equations for the modified models.