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Share  Title: Lecture: Probabilistic Methods in Computer Systems Modeling

 
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EE 465 Course on DEN: Review of probability; random variables; stochastic processes; Markov chains; and simple queueing theory. A hidden Markov model (HMM) is a statistical model in which the system being modeled is assumed to be a Markov process with unknown parameters, and the challenge is to determine the hidden parameters from the observable parameters. The extracted model parameters can then be used to perform further analysis, for example for pattern recognition applications. A HMM can be considered as the simplest dynamic Bayesian network. In a regular Markov model, the state is directly visible to the observer, and therefore the state transition probabilities are the only parameters. In a hidden Markov model, the state is not directly visible, but variables influenced by the state are visible. Each state has a probability distribution over the possible output tokens. Therefore the sequence of tokens generated by an HMM gives some information about the sequence of states. Hidden Markov models are especially known for their application in temporal pattern recognition such as speech, handwriting, gesture recognition, musical score following, partial discharges and bioinformatics. 

 
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 About This Video
 
 Subject Computer Science
 Category Course Lecture
 Duration 01:22:14
 Views 3811
 Added 27-12-07
 Contributor    matlabuser
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