Robust parameter optimization of hidden Markov models
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 approximatton and certain techniques for estimating the gradient (or related quantities) of the perfonnance measure based on a simulation run.
Keywords
Stochastic optimization; stochastic approximation; robust algorithms; hidden Markov models; parametric optimization.
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