Learning algorithm for the continuous density hidden Markov model

In this section, the ensemble learning cost function for the CDHMM model defined in Section 5.1 is derived and it is shown how its value can be optimised.

- Evaluating the cost function
- The terms originating from the parameters
- The likelihood term
- The terms originating from the hidden state sequence

- Optimising the cost function

Antti Honkela 2001-05-30