Robust parameter optimization of hidden Markov models

Bharath, B. ; Borkar, V. S. (1998) Robust parameter optimization of hidden Markov models Journal of the Indian Institute of Science, 78 (2). pp. 119-130. ISSN 0970-4140

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Official URL: http://journal.library.iisc.ernet.in/archives/v9-7...

Abstract

Several robust algorithms for parametric optimization of hidden Markov models are presented. These combine aspects of Fabian's 'sign' algorithm, two-time scale stochastic approximation and certain techniques for estimating the gradient (or related quantities) of the performance measure based on a simulation run.

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Source:Copyright of this article belongs to The Indian Institute of Science (IISc).
ID Code:81487
Deposited On:06 Feb 2012 05:01
Last Modified:06 Feb 2012 05:01

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