An efficient algorithm for parameterizing HsMM with Gaussian and gamma distributions

DOI10.1016/J.IPL.2012.06.005zbMath1250.62028OpenAlexW2011093110MaRDI QIDQ456106

J. Herrera, D. Rodríguez-Gómez

Publication date: 23 October 2012

Published in: Information Processing Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ipl.2012.06.005

zbMATH Keywords

Gaussian distributionsparameter re-estimation algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems

Cites Work

• Hidden semi-Markov models
• A new family of eighth-order iterative methods for solving nonlinear equations
• Finite mixture models
• Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias

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