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Efficient Computation of the Frequency Distribution of an Output Symbol As Generated by a Discrete-Output Hidden Markov Model

IP.com Disclosure Number: IPCOM000101063D
Original Publication Date: 1990-Jun-01
Included in the Prior Art Database: 2005-Mar-16
Document File: 2 page(s) / 67K

Publishing Venue

IBM

Related People

Bahl, LR: AUTHOR [+4]

Abstract

Given a discrete-output hidden Markov model, M, and an output alphabet a , a ,....,a , we may wish to compute the probability that the model M generates precisely n of some output symbol a. The invention herebelow represents an efficient means of computing the required probabilities.

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Efficient Computation of the Frequency Distribution of an Output Symbol As Generated by a Discrete-Output Hidden Markov Model

       Given a discrete-output hidden Markov model, M, and an
output alphabet a , a ,....,a , we may wish to compute the
probability that the model M generates precisely n of some output
symbol a.  The invention herebelow represents an efficient means of
computing the required probabilities.

      Let M have L states.  We will assume that states can be
connected via null and non-null arcs, but we shall require the
constraint that the states be numbered in such a way that each null
arc goes from a lower-numbered state to a higher-numbered state.

                            (Image Omitted)

      Let P  (s, n¯ t) denote the probability that at time t, state s
is active and precisely n instances of output symbol a  have been
generated.  Let N(s) denote the set of states that lead to state s
via a null arc, and R(s) denote the set of states that lead to state
s via a non-null arc.  Note that N(s) and R(s) need not be mutually
exclusive.  Let T(k ¯ j) denote the (transition) probability of going
from state j to state K, and let O(a  ¯ j,k) denote the (output)
probability of producing symbol a  during the transition from state j
to state k.

      The probability that the model M generates precisely n
instances of symbol ay is
Setting
we see that p  (L,n - t) can easily be calculated by taking advantage
of the following recursive equations.
If t > O,
If t >...