Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models
In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the lik...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Penerbit UTM Press
2023
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| Online Access: | http://eprints.utm.my/105358/1/ZulkurnainAbdulMalek2023_RecursiveParameterEstimationandItsConvergence.pdf |
| _version_ | 1811132113769988096 |
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| author | Miftahul Fikri, Miftahul Fikri Abdul Malek, Zulkurnain Mohd. Esa, Mona. Riza Eko Supriyanto, Eko Supriyanto |
| author_facet | Miftahul Fikri, Miftahul Fikri Abdul Malek, Zulkurnain Mohd. Esa, Mona. Riza Eko Supriyanto, Eko Supriyanto |
| author_sort | Miftahul Fikri, Miftahul Fikri |
| collection | ePrints |
| description | In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the likelihood function in a monotonically increasing manner. |
| first_indexed | 2024-09-23T23:57:09Z |
| format | Article |
| id | utm.eprints-105358 |
| institution | Universiti Teknologi Malaysia - ePrints |
| language | English |
| last_indexed | 2024-09-23T23:57:09Z |
| publishDate | 2023 |
| publisher | Penerbit UTM Press |
| record_format | dspace |
| spelling | utm.eprints-1053582024-04-24T06:36:42Z http://eprints.utm.my/105358/ Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models Miftahul Fikri, Miftahul Fikri Abdul Malek, Zulkurnain Mohd. Esa, Mona. Riza Eko Supriyanto, Eko Supriyanto TK Electrical engineering. Electronics Nuclear engineering In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the likelihood function in a monotonically increasing manner. Penerbit UTM Press 2023-09 Article PeerReviewed application/pdf en http://eprints.utm.my/105358/1/ZulkurnainAbdulMalek2023_RecursiveParameterEstimationandItsConvergence.pdf Miftahul Fikri, Miftahul Fikri and Abdul Malek, Zulkurnain and Mohd. Esa, Mona. Riza and Eko Supriyanto, Eko Supriyanto (2023) Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models. Malaysian Journal of Fundamental and Applied Sciences, 19 (5). pp. 840-854. ISSN 2289-599X http://dx.doi.org/10.11113/mjfas.v19n5.3041 DOI:10.11113/mjfas.v19n5.3041 |
| spellingShingle | TK Electrical engineering. Electronics Nuclear engineering Miftahul Fikri, Miftahul Fikri Abdul Malek, Zulkurnain Mohd. Esa, Mona. Riza Eko Supriyanto, Eko Supriyanto Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title | Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title_full | Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title_fullStr | Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title_full_unstemmed | Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title_short | Recursive parameter estimation and its convergence for multivariate normal hidden Markov inhomogeneous models |
| title_sort | recursive parameter estimation and its convergence for multivariate normal hidden markov inhomogeneous models |
| topic | TK Electrical engineering. Electronics Nuclear engineering |
| url | http://eprints.utm.my/105358/1/ZulkurnainAbdulMalek2023_RecursiveParameterEstimationandItsConvergence.pdf |
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