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This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Kaikai Zheng , Dawei Shi , Ling Shi

In GNSS-denied environments, aiding a vehicle's inertial navigation system (INS) is crucial to reducing the accumulated navigation drift caused by sensor errors (e.g. bias and noise). One potential solution is to use measurements of gravity…

Robotics · Computer Science 2022-04-25 Wenchao Li , Christopher Gilliam , Xuezhi Wang , Allison Kealy , Andrew D. Greentree , Bill Moran

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

One of the central interests of animal movement ecology is relating movement characteristics to behavioural characteristics. The traditional discrete-time statistical tool for inferring unobserved behaviours from movement data is the hidden…

Applications · Statistics 2019-05-30 Ethan Lawler , Kim Whoriskey , William H. Aeberhard , Chris Field , Joanna Mills Flemming

Hidden Markov models are traditionally decoded by the Viterbi algorithm which finds the highest probability state path in the model. In recent years, several limitations of the Viterbi decoding have been demonstrated, and new algorithms…

Data Structures and Algorithms · Computer Science 2013-08-06 Michal Nánási , Tomáš Vinař , Broňa Brejová

To plan safe and comfortable trajectories for automated vehicles on highways, accurate predictions of traffic situations are needed. So far, a lot of research effort has been spent on detecting lane change maneuvers rather than on…

Machine Learning · Computer Science 2021-03-17 Florian Wirthmüller , Marvin Klimke , Julian Schlechtriemen , Jochen Hipp , Manfred Reichert

Hidden Markov models (HMMs) and conditional random fields (CRFs) are two popular techniques for modeling sequential data. Inference algorithms designed over CRFs and HMMs allow estimation of the state sequence given the observations. In…

Artificial Intelligence · Computer Science 2012-02-20 Gungor Polatkan , Oncel Tuzel

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

Accurate and robust recognition and prediction of traffic situation plays an important role in autonomous driving, which is a prerequisite for risk assessment and effective decision making. Although there exist a lot of works dealing with…

Artificial Intelligence · Computer Science 2018-09-11 Jiachen Li , Hengbo Ma , Wei Zhan , Masayoshi Tomizuka

Accurately predicting and inferring a driver's decision to brake is critical for designing warning systems and avoiding collisions. In this paper we focus on predicting a driver's intent to brake in car-following scenarios from a…

Machine Learning · Computer Science 2018-01-16 Wenshuo Wang , Junqiang Xi , Ding Zhao

We consider the problem of estimating the maximum posterior probability (MAP) state sequence for a finite state and finite emission alphabet hidden Markov model (HMM) in the Bayesian setup, where both emission and transition matrices have…

Machine Learning · Statistics 2020-04-20 Alexey Koloydenko , Kristi Kuljus , Jüri Lember

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

Signal Processing · Electrical Eng. & Systems 2023-11-09 Qi Zhang , Zhongchang Sun , Luis C. Herrera , Shaofeng Zou

Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…

Machine Learning · Computer Science 2016-05-06 Matthias Plappert

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

Statistics Theory · Mathematics 2024-07-18 Yang Chen , Cheng-Der Fuh , Chu-Lan Michael Kao

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

In recent years, automotive technology has made a steady progress. In particular, Advanced Driver Assistance System (ADAS) has enabled many safety features in commercial vehicles, for instance, pedestrian detection, lane keeping assist,…

Systems and Control · Electrical Eng. & Systems 2022-12-26 Avinash Prabu , Lingxi Li , Brian King , Yaobin Chen

Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of…

Methodology · Statistics 2014-06-19 Roland Langrock , Thomas Kneib , Alexander Sohn , Stacy DeRuiter

In this paper, we present a novel algorithm for the maximum a posteriori decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the worst-case running time of the classical Viterbi algorithm by a logarithmic factor. In…

Machine Learning · Computer Science 2015-12-14 Massimo Cairo , Gabriele Farina , Romeo Rizzi

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos