Hidden Markov Model (HMM) Toolbox written by Kevin Murphy (1998).
See http://www.ai.mit.edu/~murphyk/Software/hmm.html for details.
Installation
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1. Install netlab from http://www.ncrg.aston.ac.uk/netlab
2. Install KPMtools and KPMstats from
http://www.ai.mit.edu/~murphyk/Software/index.html
3. Assuming you installed all these files in your matlab directory, in Matlab type
addpath matlab/netlab
addpath matlab/KPMtools
addpath matlab/KPMstats
addpath matlab/HMM
Models
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dhmm = HMM with discrete output
mhmm = HMM with mixture of Gaussians output;
Use mhmm with M=1 components to simulate an HMM with a single Gaussian output.
References
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See "A tutorial on Hidden Markov Models and selected applications in speech recognition",
L. Rabiner, 1989, Proc. IEEE 77(2):257--286.