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应用科学学报 ›› 2011, Vol. 29 ›› Issue (5): 500-507.doi: 10.3969/j.issn.0255-8297.2011.05.010

• 信号与信息处理 • 上一篇    下一篇

三阶隐马氏模型算法及其与一阶隐马氏模型的关系

  

  1. 1. 上海大学数学系，上海200444
    2. 铜陵学院数学与计算机科学系，安徽铜陵244000
  • 收稿日期:2011-01-09 修回日期:2011-05-25 出版日期:2011-09-28 发布日期:2011-09-30
  • 通信作者: 王翼飞，教授，博导，研究方向：计算分子生物学、随机模型与智能计算，E-mail：yifei_wang@staff.shu.edu.cn
  • 基金资助:

    国家自然科学基金(No.30871341)；上海市重点学科基金(No.S30104)；上海市教委重点学科建设项目基金(No.J50101)；科技部
    重大科技专项基金(No.2008ZX10002-017, No.2008ZX10002-020, No.2009ZX09103-686)资助

Algorithms of Third-Order Hidden Markov Model and Its Relationship with First-Order Hidden Markov Model

  1. 1. Department of Mathematics, Shanghai University, Shanghai 200444, China
    2. Department of Mathematics and Computer Science, Tongling University, Tongling 244000,
    Anhui Province, China
  • Received:2011-01-09 Revised:2011-05-25 Online:2011-09-28 Published:2011-09-30

PDF

1499

被引次数

3

摘要：

为了考虑更多的统计特征，提出了一类三阶隐马氏模型，其中状态转移和输出观测同时取决于当前状态和前面两个状态. 研究和推导了这类三阶隐马氏模型中估值问题的向前－向后算法、解码问题的Viterbi算法和学习问题的Baum-Welch算法. 对此类三阶隐马氏模型，构造了一个与之等价的一阶隐马氏模型，提出并证明了它们的等价性定理. 研究结果丰富了隐马氏模型的算法理论，可为一些实际应用提供更好的方法.

关键词: 一阶隐马氏模型, 三阶隐马氏模型, 向前—向后算法, Viterbi算法, Baum-Welch算法

Abstract:

In order to consider more statistical characteristics, a class of third-order hidden Markov model is proposed. In this model, both state transition and output observation depend on the current state and on the two preceding states as well. Three algorithms of the third-order hidden Markov model are studied and derived, including the forward-backward algorithm for observation sequence evaluation, the Viterbi algorithm for determining the optimal state sequence, and the Baum-Welch algorithm for training the third-order hidden Markov model. A first-order hidden Markov model equivalent to the third-order hidden Markov model is constructed. A theorem of their equivalence is proposed and proved. This study contributes to the algorithmic
theory of the hidden Markov model, and provides a better method to practical applications.

Key words: first-order hidden Markov model, third-order hidden Markov model, forward-backward algorithm, Viterbi algorithm, Baum-Welch algorithm

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