Parametric Estimation of Nth-order Hidden Markov Models
Youguo Wang · Journal of Nanjing University of Posts and Telecommunications · 2011
Definition and structure are given of nth-order hidden Markov models.Forward-backward algorithm and Baum-Welch algorithm of the models are studied based on the traditional second-order hidden Markov model.Parameter estimation equations for the models are derived for the cases of both single and multiple observation sequence training.