Budget Amount *help |
¥18,330,000 (Direct Cost: ¥14,100,000、Indirect Cost: ¥4,230,000)
Fiscal Year 2018: ¥6,630,000 (Direct Cost: ¥5,100,000、Indirect Cost: ¥1,530,000)
Fiscal Year 2017: ¥7,670,000 (Direct Cost: ¥5,900,000、Indirect Cost: ¥1,770,000)
Fiscal Year 2016: ¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
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Outline of Final Research Achievements |
Hidden Markovian process is composed of visible and hidden variables, and only visible variables can be observed. This study focused on the k-order transition matrix on visible variables, and derived the method to estimate the transition matrix on visible and hidden variables from the k-order transition matrix on visible variables. In this method, we applied em-algorithm with respect to the geometrical structure over the space composed of k-order transition matrix on visible and hidden variables. Then, we clarified the asymptotic behavior of the error of the proposed method. Further, we studied the equivalence problem at the level of the tangent space. That is, we derived the necessary and sufficient condition for the equivalence in the tangent space.
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