I'm working with Hidden Markov Models and I have a dataset composed by independent phrases, where each word is an observation. Hence, the best way to adjust my parameters (via Baum-Welch algorithm) is considering each phrase per time and not all phrases concatenated.
I would like to know if there is an algorithm that do the training in this way. If not, what are the strategy to avoid transitions created by the concatenation (last word of to first word).