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Hidden Markov Model Toolbox (HMM)

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


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 (

Cite As

Mo Chen (2020). Hidden Markov Model Toolbox (HMM) (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (12)

Jack Xia

In function hmmRnd, the output x is said to be d x n (% X: d x n data matrix), but actually
it defined as x = zeros(1,n); (line 17), why?

peng peng

This is a discrete HMM......

Zhan Zhang

yu Zhang

toolbox is good!

amin nazari


toolbox HMM

Mo Chen

missing file fixed


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


fix missing file discreteRnd.m

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

Inspired by: Pattern Recognition and Machine Learning Toolbox