收稿日期: 2011-01-09
修回日期: 2011-05-25
网络出版日期: 2011-09-30
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
Received date: 2011-01-09
Revised date: 2011-05-25
Online published: 2011-09-30
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
叶飞1;2， 衣娜1， 王翼飞1 . 三阶隐马氏模型算法及其与一阶隐马氏模型的关系[J]. 应用科学学报, 2011 , 29(5) : 500 -507 . DOI: 10.3969/j.issn.0255-8297.2011.05.010
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.
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