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• W1972679863 abstract "Hidden Markov models assume a sequence of random variables to be conditionally independent given a sequence of state variables which forms a Markov chain. Maximum-likelihood estimation for these models can be performed using the EM algorithm. In this paper the consistency of a sequence of maximum-likelihood estimators is proved. Also, the conclusion of the Shannon-McMillan-Breiman theorem on entropy convergence is established for hidden Markov models." @default.
• W1972679863 created "2016-06-24" @default.
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• W1972679863 date "1992-02-01" @default.
• W1972679863 modified "2023-10-17" @default.
• W1972679863 title "Maximum-likelihood estimation for hidden Markov models" @default.
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• W1972679863 doi "https://doi.org/10.1016/0304-4149(92)90141-c" @default.
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