HMM

matlab hmm toolboxThe script dhmm_em_demo.m gives an example of how to learn an HMM with discrete outputs. Let there be Q=2 states and O=3 output symbols. We create random stochastic matrices as follows.

HMM
#fwdback.m#
#mhmm_em.m#
#README.txt#
dhmm_em.m
dhmm_em_demo.m
dhmm_em_online.m
dhmm_em_online_demo.m
dhmm_logprob.m
dhmm_logprob_brute_force.m
dhmm_logprob_path.m
dhmm_sample.m
dhmm_sample_endstate.m
fixed_lag_smoother.m
fixed_lag_smoother_demo.m
fwdback.m
fwdback.m~
fwdback_xi.m
fwdprop_backsample.m
fwdprop_backsample.m~
gausshmm_train_observed.m
herbert.txt~
mc_sample.m
mc_sample_endstate.m
mdp_sample.m
mhmmParzen_train_observed.m
mhmm_em.m
mhmm_em.m~
mhmm_em_demo.m
mhmm_logprob.m
mhmm_sample.m
mk_leftright_transmat.m
mk_rightleft_transmat.m
pomdp_sample.m
publishHMM.m
README.txt
README.txt~
testHMM.m
transmat_train_observed.m
viterbi_path.m