fikri, miftahul and Abdul-Malek, Zulkurnain and Mohd Esa, Mona Riza and Supriyanto, Eko (2023) Recursive Parameter Estimation and Its Convergence for Multivariate Normal Hidden Markov Inhomogeneous Models. Malaysian Journal of Fundamental and Applied Sciences, 19 (5). ISSN 1823-626X
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In this paper, will discussed parameter estimation and convergence analysis of multivariate normal hidden inhomogeneous Markov models. The results of this research show that by using the expectation maximization algorithm, a sequence of parameter estimators converges to a stationary point of the likelihood function in a monotonically increasing manner.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Hidden Markov model inhomogeneous, Multivariat normal, Likelihood function, Expectation Maximization, Monotone convergence. |
| Subjects: | Bidang Keilmuan > Algoritma Bidang Keilmuan > Electrical Engineering Jurnal Bidang Keilmuan > Teknik Elektro Bidang Keilmuan > Teknik Tenaga Listrik Bidang Keilmuan > Tenaga Listrik |
| Divisions: | Fakultas Ketenagalistrikan dan Energi Terbarukan > S1 Teknik Elektro |
| Depositing User: | Yudha Formanto |
| Date Deposited: | 16 Dec 2025 08:22 |
| Last Modified: | 16 Dec 2025 08:22 |
| URI: | https://repository.itpln.ac.id/id/eprint/4651 |
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