Observable Operator Models
DOI:
https://doi.org/10.17713/ajs.v36i1.319Abstract
This paper describes a new approach to model discrete stochastic processes, called observable operator models (OOMs). The OOMs were introduced by Jaeger as a generalization of hidden Markov models (HMMs). The theory of OOMs makes use of both probabilistic and linear algebraic tools, which has an important advantage: using the tools of linear algebra a very simple and efficient learning algorithm can be developed for OOMs. This seems to be better than the known algorithms for HMMs. This learningalgorithm is presented in detail in the second part of the article.
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