/*******************************************************************************
*
* This file is part of the General Hidden Markov Model Library,
* GHMM version __VERSION__, see http://ghmm.org
*
* Filename: ghmm/ghmm/sreestimate.h
* Authors: Bernhard Knab, Benjamin Georgi
*
* Copyright (C) 1998-2004 Alexander Schliep
* Copyright (C) 1998-2001 ZAIK/ZPR, Universitaet zu Koeln
* Copyright (C) 2002-2004 Max-Planck-Institut fuer Molekulare Genetik,
* Berlin
*
* Contact: schliep@ghmm.org
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Library General Public
* License as published by the Free Software Foundation; either
* version 2 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Library General Public License for more details.
*
* You should have received a copy of the GNU Library General Public
* License along with this library; if not, write to the Free
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
*
* This file is version $Revision: 2262 $
* from $Date: 2009-04-22 09:44:25 -0400 (Wed, 22 Apr 2009) $
* last change by $Author: grunau $.
*
*******************************************************************************/
#ifndef GHMM_SREESTIMATE_H
#define GHMM_SREESTIMATE_H
#ifdef __cplusplus
extern "C" {
#endif
#include "smodel.h"
/**@name SHMM-Baum-Welch-Algorithm */
/*@{ (Doc++-Group: sreestimate) */
/** Baum-Welch-Algorithm for parameter reestimation (training) in
a continuous (continuous output functions) HMM. Scaled version
for multiple sequences. Sequences may carry different weights
For reference see:
Rabiner, L.R.: "`A Tutorial on Hidden {Markov} Models and Selected
Applications in Speech Recognition"', Proceedings of the IEEE,
77, no 2, 1989, pp 257--285
*/
/** structure that combines a continuous model sequence struct.
Is used by ghmm_cmodel_baum_welch() for parameter reestimation.
*/
typedef struct {
/** pointer of continuous model*/
ghmm_cmodel *smo;
/** ghmm_cseq pointer */
ghmm_cseq *sqd;
/** calculated log likelihood */
double *logp;
/** leave reestimation loop if diff. between successive logp values
is smaller than eps */
double eps;
/** max. no of iterations */
int max_iter;
} ghmm_cmodel_baum_welch_context;
/**
Baum-Welch Algorithm for SHMMs.
Training of model parameter with multiple double sequences (incl. scaling).
New parameters set directly in hmm (no storage of previous values!). Matrices
are allocated with stat_matrix_d_alloc.
@return 0/-1 success/error
@param cs initial model and train sequences
*/
int ghmm_cmodel_baum_welch (ghmm_cmodel_baum_welch_context * cs);
#ifdef __cplusplus
}
#endif
#endif /* GHMM_SREESTIMATE_H */
/*@} (Doc++-Group: sreestimate) */