PARAMETER ESTIMATION DEVICE, PARAMETER ESTIMATION METHOD, AND PARAMETER ESTIMATION PROGRAM

摘要

The present invention makes it possible to accurately estimate parameters of a Markov chain using partially observed data.　The present invention receives, as input data, a set of states, a set of observable states, sensor transition data relating to the set of observable states, and complete transition data, which is data of complete transitions between the states in the set of states. The present invention estimates parameters relating to the transition probability of each of a given Markov chain defined from the set of states and a sensor Markov chain defined from the set of observable states, so as to optimize an objective function including: a term representing a degree of coincidence that is associated with the transition probability of the given Markov chain and represents the degree of matching between the transition probability of the given Markov chain and the complete transition data; and a term representing a degree of coincidence that is associated with the transition probability of the sensor Markov chain and represents the degree of matching between the transition probability of the sensor Markov chain and the sensor transition data.