We present new algorithms for parameter estimation of HMMs. By adapting a framework used for supervised learning, we construct iterative algorithms that maximize the likelihood of the observations while also attempting to stay “close” to the current estimated parameters. We use a bound on the relative entropy between the two HMMs as a distance measure between them. The result is new iterative t...

-This paper describes a technique for on-line signature verification using Hidden Markov Models (HMMs). Signatures are captured and digitized in real-time using a graphic tablet. For each signature a HMM is constructed using a set of sample signatures described by the normalized directional angle function of the distance along the signature trajectory. The Baum-Welch algorithm is used for both ...

We address the problem of learning discrete hidden Markov models from very long sequences of observations. Incremental versions of the Baum-Welch algorithm that approximate the β-values used in the backward procedure are commonly used for this problem, since their memory complexity is independent of the sequence length. We introduce an improved incremental Baum-Welch algorithm with a new backwa...

Training probabilistic finite automata with the EM/Baum-Welch algorithm is computationally very intensive, especially if random ergodic automata are used initially, and additional strategies such as deterministic annealing are used. In this paper we present some optimization and parallelization strategies to the Baum-Welch algorithm that often allow for training of much larger automata with a l...

Spectral analysis is an important area in signal processing with wide range of application. A low complexity algorithm to compute the power spectral density (PSD) using the Welch method is presented in this paper. The Welch algorithm computes spectral power at the cost of high computational complexity. In order to reduce the complexity and hardware utilization pipelining FFT approach is used. I...

Hidden Markov Models (HMM) are used in a wide range of artifificial intelligence applications including speech recognition, computer vision, computational biology and fifinance. Estimating an HMM parameters is often addressed via the Baum-Welch algorithm (BWA), but this tends to convergence local optimum model parameters. Therefore, optimizing remains crucial challenging work. In paper, Variabl...

We derive the Baum-Welch algorithm for hidden Markov models (HMMs) through an information-theoretical approach using cross-entropy instead of the Lagrange multiplier approach which is universal in machine learning literature. The proposed approach provides a more concise derivation of the Baum-Welch method and naturally generalizes to multiple observations. Introduction The basic hidden Markov ...

Topological maps provide a useful abstraction for robotic navigation and planning. Although stochastic maps can theoretically be learned using the Baum-Welch algorithm, without strong prior constraint on the structure of the model it is slow to converge, requires a great deal of data, and is often stuck in local minima. In this paper, we consider a special case of hidden Markov models for robot...