Pendugaan Parameter Model Multivariat Normal Hidden Markov

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Published Feb 14, 2020

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Miftahul Fikri
Jurusan Teknik Elektro, Sekolah Tinggi Teknik - PLN
Samsurizal Samsurizal
Jurusan Teknik Elektro, Sekolah Tinggi Teknik - PLN

Abstract

Model hidden Markov terdiri dari sepasang proses stokastik yaitu proses observasi dan proses yang memengaruhi observasi. Proses stokastik yang memengaruhi observasi ini diasumsikan membentuk rantai Markov dan tidak diamati. Model Multivariat Normal hidden Markov (model MNHM) adalah salah satu model hidden Markov dan proses observasinya jika diketahui proses yang memengaruhinya diasumsikan menyebar multivariat Normal. Permasalahan utama model MNHM ialah menduga parameter yang memaksimumkan fungsi likelihood. Fungsi likelihood dihitung menggunakan algoritme Forward-Backward. Algoritme Expectation Maximization (algoritme EM) digunakan untuk memaksimumkan fungsi likelihood.

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How to Cite
FIKRI, Miftahul; SAMSURIZAL, Samsurizal. Pendugaan Parameter Model Multivariat Normal Hidden Markov. Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai-Nilai Islami), [S.l.], v. 3, n. 1, p. [346-351], feb. 2020. Available at: <http://conferences.uin-malang.ac.id/index.php/SIMANIS/article/view/972>. Date accessed: 26 apr. 2024.
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Issue
Vol 3 No 1 (2019): Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai Islami)
Section
Mathematics
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