Studi Pendugaan Rekursif dan Nilai Dugaan Proses Obsrervasi Model Hidden Markov

Musafa Musafa, Nurmaily Meli

Abstract


Model hidden Markov mengasumsikan bahwa barisan rantai Markov tersembunyi di dalam proses observasi. Karena penyebab kejadian dari proses observasi disembunyikan maka diperlukan estimasi parameternya. Proses ini berjalan melalui pendugaan rekursif di dalam ukuran peluang baru. Perumusan pendugaan rekursif menggunkan metode perubahan ukuran peluang. Penelitian ini membahas pendugaan rekursif proses observasi dan nilai dugaanya dari model Hidden Markov Elliott et al. (1995).


Keywords


rantai Markov; model Hidden Markov; perubahan ukuran; pendugaan rekursif

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References


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DOI: https://doi.org/10.26877/imajiner.v2i6.8147

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