Abstract
Hidden Markov Models (HMMs) are a class of statistical models used to characterize the observable properties of a signal. HMMs consist of two interrelated processes:(i) an underlying, unobservable Markov chain with a finite number of states governed by a state transition probability matrix and an initial state probability distribution, and (ii) a set of observations, defined by the observation density functions associated with each state. In this chapter we describe the generalized architecture of an automatic face recognition system using HMM recognition techniques.
| Original language | English (Ireland) |
|---|---|
| Number of pages | 26 |
| ISBN (Electronic) | 978-953-307-515-0 |
| Publication status | Published - 1 Jan 2011 |
Authors (Note for portal: view the doc link for the full list of authors)
- Authors
- Peter M Corcoran, Claudia Iancu