Package org.ptolemy.machineLearning.hmm

Class HMMGaussianEstimator

  • All Implemented Interfaces:
    java.lang.Cloneable, Actor, Executable, FiringsRecordable, Initializable, TypedActor, Changeable, Debuggable, DebugListener, Derivable, Instantiable, ModelErrorHandler, MoMLExportable, Moveable, Nameable
    public class HMMGaussianEstimator
extends ParameterEstimator

    This actor implements a parameter estimator for Hidden Markov Models with Gaussian Emissions. The base class ParameterEstimator performs the parameter estimation and the HMMGaussianEstimator class contains density-specific methods for Gaussian emission calculations and produces the relevant estimates at its output ports.

    The output ports for a Gaussian HMM model are the mean and the standardDeviation vectors of the possible hidden states in addition to the HMM parameters independent from the emission density: transitionMatrix . T he mean is a double array output containing the mean estimates and sigma is a double array output containing standard deviation estimates of each mixture component. If the modelType is HMM, then an additional output, transitionMatrix is provided, which is an estimate of the transition matrix governing the Markovian process representing the hidden state evolution. If the modelType is MM, this port outputs a double array with the prior probability estimates of the mixture components.

    The user-defined parameters are initial guesses for the model parameters, given by m0, the mean vector guess, s0, the standard deviation vector guess, prior, the prior state distribution guess, A0, the transition matrix guess ( only for HMM). iterations is the number of EM iterations allowed until convergence. If, during iteration, the conditional log-likelihood of the observed sequence given the parameter estimates converges to a value within likelihoodThreshold, the parameter estimation stops iterating and delivers the parameter estimates.

    Since:
    Ptolemy II 10.0
    Version:
    $Id$
    Author:
    Ilge Akkaya
    Pt.AcceptedRating:
    Pt.ProposedRating:
    Red (ilgea)