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Parameter Estimation of Hidden Diffusion Processes: Particle Filter vs. Modified Baum-Welch Algorithm
Data Structures and Algorithms · Submitted 30 Nov 2005
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim It is shown that the modified Baum-Welch algorithm is capable of estimating the system parameters with better accuracy than particle filters.
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The abstract, sentence by sentence
We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application to the noisy periodic systems. It is shown that the modified Baum-Welch algorithm is capable of estimating the system parameters with better accuracy than particle filters.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | We propose a new method for the estimation of parameters of hidden diffusion processes. | contribution 1.00 | 0.92 | 0.04 | asserted 0.95 |
| s1 | Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. | method 0.84 | 0.81 | 0.03 | asserted 1.00 |
| s2 | The algorithm is compared to the particle filter in application to the noisy periodic systems. | method 0.91 | 0.85 | 0.03 | asserted 0.86 |
| s3 | It is shown that the modified Baum-Welch algorithm is capable of estimating the system parameters with better accuracy than particle filters. | result 1.00 | 0.91 | 0.91 | asserted 0.98 |
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The paper
Original abstract
We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application to the noisy periodic systems. It is shown that the modified Baum-Welch algorithm is capable of estimating the system parameters with better accuracy than particle filters.
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