Hidden Markov Models with Multiple Observers

  • Authors:

  • Hua Chen;Zhi Geng;Jinzhu Jia

  • Affiliations:

  • School of Mathematical Sciences, Peking University, Beijing 100871, China;School of Mathematical Sciences, Peking University, Beijing 100871, China;School of Mathematical Sciences, Peking University, Beijing 100871, China

  • Venue:
  • ICIC '07 Proceedings of the 3rd International Conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence
  • Year:
  • 2009

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Abstract

Hidden Markov models (HMMs) usually assume that the state transition matrices and the output models are time-invariant. Without this assumption, the parameters in a HMM may not be identifiable. In this paper, we propose a HMM with multiple observers such that its parameters are local identifiable without the time-invariant assumption. We show a sufficient condition for local identifiability of parameters in HMMS.