/Graduate-lecture-Homework

matlab, Estimation

Primary LanguageMATLAB

Detection-and-Estimation-Theory-Homework MATLAB

Homework3

  1. (a) Make forward & backward algorithm for HMM(Hidden Markov Model)
    (b) Make Baum-Welch algorithm from HMM

Homework4

  1. (a) Make Extended Kalman Filter & evaluate MSE
    (b) Make SIR particle filter
  2. Derive EM algorithm for GMM by hand
  3. Make bayesian inference algorihtm, EM algorithm for GMM(Gaussian Mixture Model)