/hmm_code

a set of Matlab functions for learning HMM usnig EM algorithm

Primary LanguageMATLAB

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This is a set of functions for learning HMM (for both discrete and continuous observations) using EM algorithms.


HMM_EM.m:           EM learning for discrete HMM
cont_HMM_EM.:       EM learning for single Gaussian observation HMM
cont_HMM_kmeans:    initialize HMM using kmeans