Patent Document ID: 20070147661
Application ID: 11642763
Patent Status: 0

Claim One:
1. An estimation device, which estimates a hidden state of an estimation subject from an observable state in a manner of a time series, wherein: the observable state is observed from the hidden state of the estimation subject under a procedure that has a hierarchical structure, wherein: the hierarchical structure includes: the hidden state of the estimation subject; the observable state; and an intermediate hidden state between the hidden state of the estimation subject and the observable state, wherein the intermediate hidden state has a causal relationship both with the hidden state of the estimation subject and with the observable state; and in the hierarchical structure: the hidden state of the estimation subject has a structure, in which a state transits according to a time change; and the intermediate hidden state also has the structure, in which the state transits according to the time change; and the estimation device comprises: an estimation subject hidden state predicting means for producing predictive information of the hidden state of the estimation subject at a present time t, using: estimative information of the hidden state of the estimation subject at a previous time t−1; and a state transition structure of the hidden state of the an intermediate hidden state predicting means based on the state transition structure of the hidden state of the estimation subject, for producing the predictive information of the intermediate hidden state based on the state transition structure of the hidden state of the estimation subject at the present time t, using: the predictive information of the hidden state of the estimation subject at the present time t; and the causal relationship between the hidden state of the estimation subject and the intermediate hidden state; an intermediate hidden state likelihood observing means for producing likelihood of the intermediate hidden state at the present time t, using: observed data about the observable state at the present time t; and the predictive information of the intermediate hidden state at the present time t; a mixing means for producing the predictive information; an intermediate hidden state estimating means for producing the estimative information of the intermediate hidden state at the present time t, using: the predictive information of the intermediate hidden state at the present time t; and the likelihood of the intermediate hidden state at the present time t; an estimation subject hidden state likelihood observing means for producing the likelihood of the hidden state of the estimation subject at the present time t 1 , using: the estimative information of the intermediate hidden state at the present time t; and the predictive information of the hidden state of the estimation subject at the present time t; estimation subject hidden state estimating means for producing the estimative information of the hidden state of the estimation subject at the present time t, using: the predictive information of the hidden state of the estimation subject at the present time t; and the likelihood of the hidden state of the estimation subject at the present time t; and an intermediate hidden state predicting means based on the state transition structure of the intermediate hidden state, for producing the predictive information of the intermediate hidden state based on the state transition structure of the intermediate hidden state at the present time t, using: the estimative information of the intermediate hidden state at the previous time t−1; and the state transition structure of the intermediate hidden state, wherein: the predictive information of the intermediate hidden state at the present time t is produced by the mixing means as a result of mixing two pieces of the predictive information according to a predetermined mixing ratio, the two pieces of the predictive information including: the predictive information of the intermediate hidden state based on the state transition structure of the hidden state of the estimation subject at the present time t; and the predictive information of the intermediate hidden state based on the state transition structure of the intermediate hidden state at the present time t.