A General Algorithm for Training Hidden Markov Models with Multiple Observations

Xinmin Wang · Xiaogan Xueyuan xuebao · 2002

Hidden Markov models (HMMs) are statistical models capable of learning.They have been used successfully in many applications,especially for speech recognition.The classical BaumWelch algorithm assumes that all observations are independent of each other,but this is not the real case.This paper proposes a theoretical justification of the multiple observations HMMs training algorithm that does not impose the observation independence assumption and shows that the traditional BaumWelch algorithm is only a special case of observation independence assumption.

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