The -state HMM model parameters consist of
where
are the prior probabilities,
are the state transition probabilities, and
are the state observation probability densities.
The well-known *forward procedure* [57] computes the
likelihood function or joint probability density function (PDF)
To convert
into a PDF on , we require the integral
where
is the DAF transformation
that implements (15.1).

Baggenstoss
2017-05-19