The Baum-Welch Algorithm of HMM2 with Multiple Observations
DU Shi-ping · Journal of Biomathematics · 2007
This paper first describe the structure of second-order HMM(HMM2)on con- dition that observation noise is not independent of the Markov chain,and then research the Baum-Welch algorithm of the model,and derive a general algorithm and the update parametric estimation equations for the model with multiple observations.