论文标题
在隐藏马尔可夫模型中的顺序概率比测试中
On the Sequential Probability Ratio Test in Hidden Markov Models
论文作者
论文摘要
我们考虑应用于隐藏的马尔可夫模型的顺序概率测试。给定两个隐藏的马尔可夫模型和其中一个模型生成的一系列观测值，顺序概率比测试试图决定哪种模型产生了序列。我们显示了这种算法的执行时间与随机矩阵系统的Lyapunov指数之间的关系。此外，我们为顺序概率比测试所需的执行时间提供了复杂性结果。
We consider the Sequential Probability Ratio Test applied to Hidden Markov Models. Given two Hidden Markov Models and a sequence of observations generated by one of them, the Sequential Probability Ratio Test attempts to decide which model produced the sequence. We show relationships between the execution time of such an algorithm and Lyapunov exponents of random matrix systems. Further, we give complexity results about the execution time taken by the Sequential Probability Ratio Test.
