An RPCL-based approach for Markov model identification with unknown state number

Yiu-Ming Cheung, Lei Xu
2000 IEEE Signal Processing Letters  
This paper presents an alternative identification approach for the Markov model studied in [3]. Our approach estimates the state sequence and model parameters with the help of a clustering analysis by the rival penalized competitive learning (RPCL) algorithm [4]. Compared to the method in [3], this new approach not only extends the model from scalar states to multidimensional ones, but also makes the model identification with the correct number of states decided automatically. The experiments
more » ... ve shown that it works well. Index Terms-Clustering property, Markov model identification, number of states, rival penalized competitive learning (RPCL).
doi:10.1109/97.870682 fatcat:jniivkxp7vepxd2k37eweremq4