where
is the probability of being in state
at time
,
and we defined
.
Based on
,
the mean
and the variance
of the state duration density
of state
is obtained as
However,
the previous definition of
is statistially incorrect
because the state transitions were not taken into account.
We redefine
in a statistically correct manner as
where
denotes the state at time
,
denotes the parmeter set of the HMM,
and
denote
the forward and backward variables,
and
and
denote the state transition probability and the output probability,
respectively.