The Student's t-Hidden Markov Model With Truncated Stick-Breaking Priors

被引：12
|
作者：
Wei, Xin [1 ]
Li, Chunguang [1 ]
机构：
[1] Zhejiang Univ, Dept Informat Sci & Elect Engn, Hangzhou 310027, Zhejiang, Peoples R China
来源：
IEEE SIGNAL PROCESSING LETTERS | 2011年 / 18卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Continuous hidden Markov model; inference; Student's t-distribution; truncated stick-breaking priors;
D O I：
10.1109/LSP.2011.2138695
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this letter, we propose a Student's t-hidden Markov model with truncated stick-breaking priors (TSB-SHMM). In the TSB-SHMM, the priors for elements in the initial state vector and the state transition matrix are constructed by stick-breaking procedure with a truncation level, and the observation emission distributions are the Student's t-mixtures. Then we derive an inference algorithm for estimating the parameters of the proposed TSB-SHMM. Experimental results on the synthetic data and text-dependent speaker identification illustrate that the TSB-SHMM can automatically determine the number of states and are robust to untypical observed data.
引用
收藏
页码：355 / 358
页数：4
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