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l13 PDF
0 .2
S1
S2
0 .3 0 .1
0 .1 0 .2
S3
0 .8
𝑃 𝑆3 , 𝑆3 , 𝑆3 , 𝑆1 , 𝑆1 , 𝑆3 , 𝑆2 , 𝑆3 |𝑚𝑜𝑑𝑒𝑙
= 𝑃 𝑆3 𝑃 𝑆3 |𝑆3 𝑃 𝑆3 |𝑆3 𝑃 𝑆1 |𝑆3 𝑃 𝑆1 |𝑆1 𝑃 𝑆3 |𝑆1 𝑃 𝑆2 |𝑆3 𝑃 𝑆3 |𝑆2
= 𝜋3 𝑎33 𝑎33 𝑎13 𝑎11 𝑎31 𝑎23 𝑎32
= 1 × 0.8 × 0.8 × 0.1 × 0.4 × 0.3 × 0.1 × 0.2
– Question
• What is the probability that the weather stays in the same known state Si
for exactly T consecutive days?
• Answer:
𝑺𝟏 𝑺𝟐 𝑺𝟑 1 1
𝑷 𝑯 0.5 0.75 0.25 𝐴 = 𝑎𝑖𝑗 = ∀𝑖, 𝑗 𝜋 = 𝜋𝑖 = ∀𝑖
3 3
𝑷 𝑻 0.5 0.25 0.75
[Rabiner, 1989]
[Rabiner, 1989]
– Instead, and to avoid this problem, it is common to look for the single
best state sequence, at the expense of having sub-optimal individual
states
– This is accomplished with the Viterbi algorithm
S1
S2
S3
S4
1 2 3 4 5 6 7 8 9 10 T im e
𝑃∗ = max 𝛿𝑇 𝑖
1≤𝑖≤𝑁
• Termination:
𝑞𝑇∗ = arg max 𝛿𝑇 𝑖
1≤𝑖≤𝑁
[Rabiner, 1989]
Introduction to Speech Processing | Ricardo Gutierrez-Osuna | CSE@TAMU 23
– From the definition of 𝛼𝑡 𝑖 , 𝛽𝑡 𝑖 and conditional probability:
𝑃 𝑞𝑡 = 𝑆𝑖 , 𝑞𝑡+1 = 𝑆𝑗 , 𝑂|𝜆 𝛼𝑡 𝑖 𝑎𝑖𝑗 𝑏𝑗 𝑜𝑡+1 𝛽𝑡+1 𝑗
𝜉𝑡 𝑖, 𝑗 = =
𝑃 𝑂|𝜆 𝑃 𝑂|𝜆
𝛼𝑡 𝑖 𝑎𝑖𝑗 𝑏𝑗 𝑜𝑡+1 𝛽𝑡+1 𝑗
= 𝑁 𝑁
𝑖=1 𝑗=1 𝛼𝑡 𝑖 𝑎𝑖𝑗 𝑏𝑗 𝑜𝑡+1 𝛽𝑡+1 𝑗
𝑇
𝑡=1 𝛾𝑡 𝑗
"expected number of times in Sj and obseving vk " 𝑠.𝑡.𝑜𝑡 =𝑣𝑘
𝑏𝑗 𝑘 = = 𝑇
"expected number of times in Sj " 𝑡=1 𝛾𝑡 𝑗
• where the rhs of the equations is computed from the “old” parameter values,
and the lhs are the re-estimated “new” parameters