7. Hidden Markov Models (Parte 2) (pdf, it, 413 KB, 4/28/10)

Factorial HMM: more than one state-chain
influencing the output
state
sequence 1
state
sequence 2
state
sequence 3
output
sequence
Q t-1 Q t Q t+1
Q t-1 Q t Q t+1
Q t-1 Q t Q t+1
O t-1
O t-1
O t-1
Ex.: speech recognition, where time series generated from several independent sources.
Coupled HMMs: two interacting HMMs
output
sequence 1
state
sequence 1
state
sequence 2
output
sequence 2
O t-1 O t-1 O t-1
Q t-1 Q t Q t+1
Q t-1 Q t Q t+1
O t-1
O t-1
O t-1
Ex.: video surveillance, for modelling complex actions like interacting processes
70
71
12