Matlab implementation of Hidden Markov Model applied on a toy dataset. This is an implementation works in log-scale. For different dataset, be careful at the symbols starts with 0.
Lawrence R. Rabiner. 1990. A tutorial on hidden Markov models and selected applications in speech recognition. In Readings in speech recognition, Alex Waibel and Kai-Fu Lee (Eds.). Morgan Kaufmann Publishers Inc., San Francisco, CA, USA 267-296.