计算机工程与应用 ›› 2011, Vol. 47 ›› Issue (5): 32-34.

• 研究、探讨 • 上一篇    下一篇

树状模型中EM算法的矩阵形式

游 源1,齐 欢1,胡祥恩2   

  1. 1.华中科技大学 控制科学与工程系,武汉 430074
    2.孟菲斯大学 心理系,美国 孟菲斯
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2011-02-11 发布日期:2011-02-11

Matrix version of EM algorithm in tree models

YOU Yuan1,QI Huan1,HU Xiang’en2   

  1. 1.Department of Control,Huazhong University of Science and Technology,Wuhan 430074,China
    2.Department of Psychology,University of Memphis,Memphis,TN,USA
  • Received:1900-01-01 Revised:1900-01-01 Online:2011-02-11 Published:2011-02-11

摘要: 研究了运用EM算法对树状模型参数辨识的方法,针对树状模型结构特性提出了一种矩阵形式的EM算法。在原有算法的基础上,由一系列矩阵分别描述出原始模型的全部信息,以矩阵运算的形式完成原算法的迭代过程,从而获得模型各参数估计值。实验结果表明,与原有算法相比,本方法具有更好表达形式和算法性能,在高精度和重负荷情况下更能显示出其优势。

关键词: 树状模型, EM算法, 参数辨识, 矩阵运算

Abstract: A method of estimating tree models via Expectation-Maximization(EM) algorithm is addressed,and a matrix version of EM algorithm which is specific to the structure characteristics of the tree models is presented.Based on original algorithm,a series of matrixes has been employed to stand for all the information including in the original model,which makes it possible to estimate the parameter for the tree models via matrix operations.Compared with the traditional algorithm,the experiment shows the proposed approach has superior structure organization with improved efficiency and flexibility,which can demonstrate the advantage under higher accuracy requirement or heavy duty situation.

Key words: tree models, EM algorithm, parameter identification, matrix operation