Online EM algorithms for hidden Markov and semi-Markov models + applications to audio segmentation and clustering. For a general overview of these algorithms, see:
A. Bietti, Online learning for audio clustering and segmentation, 2014.
For the incremental EM algorithm in hidden Markov and semi-Markov models, see this paper:
A. Bietti, F. Bach, A. Cont. An online EM algorithm in hidden (semi-)Markov models for audio segmentation and clustering. Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2015.