Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy
We propose a novel online HMM parameter estimator based on a new Kerridge inaccuracy concept. We establish a convergence result (and limited consistency results) for our proposed estimator. We demonstrate that popular HMM parameter estimators can converge to local non-global extrema. We illustrate the global convergence of our proposed estimator.
parameter estimation kerridge inaccuracy hidden markov models