已知O,求λ\lambda,使O的似然估计最大

输入:
观测数据O
输出: 隐马尔可夫模型参数

过程:

  1. 初始化:
    λ(0)=(A(0),B(0),π(0)) \lambda(0) = (A(0), B(0), \pi(0))
  2. 递推
    aij(n+1)=t=1T1ξt(i,j)t=1T1γt(i)bj(k)(n+1)=t=1,Ot=vkTγt(j)t=1Tγt(j)πi(n+1)=γ1(i) \begin{aligned} a_{ij}^{(n+1)} = \frac{\sum_{t=1}^{T-1}\xi_t(i,j)}{\sum_{t=1}^{T-1}\gamma_t(i)} \\ b_j(k)^{(n+1)} = \frac{\sum_{t=1,O_t=v_k}^T\gamma_t(j)}{\sum_{t=1}^T\gamma_t(j)} \\ \pi_i^{(n+1)} = \gamma_1(i) \end{aligned} 其中:
    γt(i)=αt(i)βt(i)j=1Nαt(i)βt(i)ξt(i,j)=αt(i)aijbj(ot+1)βt+1(j)i=1Nj=1Nαt(i)aijbj(ot+1)βt+1(j) \begin{aligned} \gamma_t(i) = \frac{\alpha_t(i)\beta_t(i)}{\sum_{j=1}^N\alpha_t(i)\beta_t(i)} \\ \xi_t(i,j) = \frac{\alpha_t(i)a_{ij}b_j(o_{t+1})\beta_{t+1}(j)}{\sum_{i=1}^N\sum_{j=1}^N\alpha_t(i)a_{ij}b_j(o_{t+1})\beta_{t+1}(j)} \end{aligned}
  3. 终止:
    λ(N+1)=(A(N+1),B(N+1),π(N+1)) \lambda(N+1) = (A(N+1), B(N+1), \pi(N+1))

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