Maximum-Likelihood Estimation for Mixture Multivariate Stochastic Observations of Markov Chains
- 8 July 1985
- journal article
- website
- Published by Institute of Electrical and Electronics Engineers (IEEE) in AT&T Technical Journal
- Vol. 64 (6) , 1235-1249
- https://doi.org/10.1002/j.1538-7305.1985.tb00273.x
Abstract
In this paper we discuss parameter estimation by means of the reestimation algorithm for a class of multivariate mixture density functions of Markov chains. The scope of the original reestimation algorithm is expanded and the previous assumptions of ...Keywords
This publication has 7 references indexed in Scilit:
- Maximum likelihood estimation for multivariate observations of Markov sourcesIEEE Transactions on Information Theory, 1982
- Quantization and bit allocation in speech processingIEEE Transactions on Acoustics, Speech, and Signal Processing, 1976
- Continuous speech recognition by statistical methodsProceedings of the IEEE, 1976
- The DRAGON system--An overviewIEEE Transactions on Acoustics, Speech, and Signal Processing, 1975
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov ChainsThe Annals of Mathematical Statistics, 1970
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecologyBulletin of the American Mathematical Society, 1967
- On Information and SufficiencyThe Annals of Mathematical Statistics, 1951