Thursday, February 15, 2007

Hidden Markov Model (HMM) Toolbox for Matlab

Written by Kevin Murphy, 1998.Last updated: 8 June 2005. The new version computes the summed two-slice marginals, to save space (suggestion of Herbert Jaeger).
This toolbox supports inference and learning for HMMs with discrete outputs (dhmm's), Gaussian outputs (ghmm's), or mixtures of Gaussians output (mhmm's). The Gaussians can be full, diagonal, or spherical (isotropic). It also supports discrete inputs, as in a POMDP. The inference routines support filtering, smoothing, and fixed-lag smoothing. For more general models, please see my Bayes Net Toolbox.

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