Abstract
The Baum-Welch algorithm is a technique for the maximum likelihood parameter estimation of probabilistic functions of Markov processes. We apply this technique to nonstationary Markov processes and explore a relationship between the Baum-Welch algorithm and the BCJR algorithm. Furthermore, we apply the Baum-Welch algorithm to two nonstationary Markov processes and obtain the turbo decoding algorithm.
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References
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Kim, S. (2006). Turbo Decoding as an Instance of Expectation Maximization Algorithm. In: King, I., Wang, J., Chan, LW., Wang, D. (eds) Neural Information Processing. ICONIP 2006. Lecture Notes in Computer Science, vol 4232. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11893028_42
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DOI: https://doi.org/10.1007/11893028_42
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-46479-2
Online ISBN: 978-3-540-46480-8
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