A collection of MATLAB classes and scripts for my thesis. Divided into two main directories: classes/ The main objects and models in my system. Contains implementation of HMM and MSD algorithms, as well as useful representations of a Track. scripts/ A set of utility scripts to run experiments, generate figures, etc... To speed up some of the computations in this package, it is recommended that you install --lightspeed: for a faster logsumexp (local copy included) and repmat (http://research.microsoft.com/en-us/um/people/minka/software/lightspeed/) --Double Class: faster replacements for MATLAB's basic functions (http://documents.epfl.ch/users/l/le/leuteneg/www/MATLABToolbox/DoubleClass.html) >> test_em Run a quick test to verify that EM algorithm is working. Results should show true and actual HMM distributions which should match closely if EM is working and has converged. >> demo Run through entire suite of test applications. Compute BIC scores for each and run each algorithm on all applications. Report results and generate figures. Caution: can take a while.