HE Qiang, MAO Shi-yi, ZHANG You-wei. Re-estimation of Continuous Hidden Markov Model with Multiple Observation without Overflow[J]. Acta Electronica Sinica, 2000, 28(10): 98-101.
HE Qiang, MAO Shi-yi, ZHANG You-wei. Re-estimation of Continuous Hidden Markov Model with Multiple Observation without Overflow[J]. Acta Electronica Sinica, 2000, 28(10): 98-101.DOI：
the evaluation of the forward and backward probabilities in Baum-Welch algorithm needs a large dynamic range which will exceed the precision range of essentially any machine.This can be resolved by multiplying the forward and backward probability with scaling coefficients in single observation case.In multiple observation case
generally the output probability terms are introduced for each observation
which will cause the overflow problem again.In this paper
the cause of overflow problem is studied and a revised BW algorithm specially for multiple observation is deduced by redefining the optimization object function from cumulative production to sum of logarithms.The revised HMM parameter re-estimating algorithm is more stable and effective
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