2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/104429We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application to the noisy periodic systems. It is shown that the modified Baum-Welch algorithm is capable of estimating the system parameters with better accuracy than particle filters.15 pages, 3 figures, 2 tablesData Structures and AlgorithmsMachine LearningF.2.1; J.2text