Description
This book presents, in an integrated form, both the analysis and synthesis of three different types of hidden Markov models. Unlike other books on the subject, it is generic and does not focus on a specific theme, e.g. speech processing. Moreover, it presents the translation of hidden Markov models’ concepts from the domain of formal mathematics into computer codes using MATLAB®. The unique feature of this book is that the theoretical concepts are first presented using an intuition-based approach followed by the description of the fundamental algorithms behind hidden Markov models using MATLAB®. This approach, by means of analysis followed by synthesis, is suitable for those who want to study the subject using a more empirical approach.
Key Selling Points:
- Presents a broad range of concepts related to Hidden Markov Models (HMM), from simple problems to advanced theory
- Covers the analysis of both continuous and discrete Markov chains
- Discusses the translation of HMM concepts from the realm of formal mathematics into computer code
- Offers many examples to supplement mathematical notation when explaining new concepts
Table of Contents
Introduction
System models
Markov chains
Book outline
Probability Theory and Stochastic Processes
Introduction
Introduction to probability theory
Probability density function
Statistical moments
Summary
Discrete Hidden Markov Models
Introduction
Hidden Markov model dynamics
Probability transitions estimation
Viterbi training algorithm
Gradient-based algorithms
Architectures for Markov models
Summary
Continuous hidden Markov models
Introduction
Probability density functions and Gaussian mixtures
Continuous hidden Markov model dynamics
Continuous observations Baum-Welch training algorithm
Summary
Autoregressive Markov models
Introduction
ARMM structure
Likelihood and probability density for AR models
Likelihood of an ARMM
ARMM parameters estimations
Time series prediction with ARMM
Summary
Selected Applications
Cardiotocography classification
Solar radiation prediction
Summary
Glossary
References
Index
