An equivalent Markov model for burst errors in digital channels
An equivalent Markov model for burst errors in digital channels
复制标题
数字信道突发错误的等效马尔可夫模型
DOI：
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复制
发表时间：
1995
影响因子：
8.3
通讯作者：
K. Shanmugan
中科院分区：
文献类型：
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作者：
S. Sivaprakasam;K. Shanmugan
突发错误的隐马尔可夫模型由概率转移矩阵\(P\)、初始概率向量\(p\)以及与状态相关的错误概率矩阵\(B\)确定。有几种方法可用于从给定的错误（观测）序列中估计\(P\)、\(p\)和\(B\)。然而，即使对基础马尔可夫模型的结构有一些限制，估计过程的计算量也很大，特别是当观测序列包含很长的相同符号串时。我们表明，在一些温和的假设下，具有任意转移矩阵\(P\)的马尔可夫模型等同于具有唯一“块对角”转移矩阵\(\Lambda\)的马尔可夫模型。我们还提出了一种计算效率非常高的算法，该算法使用改进的鲍姆 - 韦尔奇（1972）算法从一组观测值中估计\(\Lambda\)。
A hidden Markov model for burst errors is specified by a probability transition matrix P, an initial probability vector p, and the state dependent probability of error matrix B. Several procedures are available for estimating P, p and B from a given error (observation) sequence. However, even with some restrictions on the structure of the underlying Markov models, the estimation procedures are computationally intensive particularly when the observation sequence contains long strings of identical symbols. We show that, under some mild assumptions, a Markov model with an arbitrary transition matrix P is equivalent to a Markov model with a unique "block diagonal" transition matrix /spl Lambda/. We also present a computationally very efficient algorithm for estimating /spl Lambda/ from a set of observation using a modified Baum-Welch (1972) algorithm. >