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Hidden Markov Model Toolbox (HMM)

version 1.0.0.0 (7 KB) by Mo Chen
Hidden Markov Model Toolbox

49 Downloads

Updated 12 Sep 2016

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This package contains functions that model time series data with HMM. It Includes Viterbi, HMM filter, HMM smoother, EM algorithm for learning the parameters of HMM, etc.
The code is fully optimized yet is succinct so that user can easily learn the algorithms.
This pakcage is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).

Comments and Ratings (11)

peng peng

This is a discrete HMM......

Zhan Zhang

yu Zhang

toolbox is good!

amin nazari

Nabil BACHA

toolbox HMM

Mo Chen

missing file fixed

stephen

The toolbox is well but a function named "discreteRnd" in hmmRnd.m is not found.

Updates

1.0.0.0

fix missing file discreteRnd.m

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Pattern Recognition and Machine Learning Toolbox

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