📄 hsupdate.m
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function [hmm]=hsupdate(Xi,Gamma,T,N,hmm)% updates hidden state parameters of an HMM% % INPUT:%% Xi probability of past and future state cond. on data% Gamma probability of current state cond. on data% K state space dimension% T length of observation sequence% N number of blocks% hmm single hmm data structure%% OUTPUT% hmm single hmm data structure with updated state model probs.K=hmm.K;% transition matrix sxi=squeeze(sum(Xi,1)); % counts over timehmm.Dir2d_alpha=sxi+hmm.prior.Dir2d_alpha;PsiSum=digamma(sum(hmm.Dir2d_alpha(:),1));for j=1:K, for i=1:K, P(j,i)=exp(digamma(hmm.Dir2d_alpha(j,i))-PsiSum); end; P(j,:)=P(j,:)./sum(P(j,:));end;hmm.P=P;% intial statehmm.Dir_alpha=hmm.prior.Dir_alpha;for i=1:N hmm.Dir_alpha=hmm.Dir_alpha+Gamma((i-1)*T+1,:);endPsiSum=digamma(sum(hmm.Dir_alpha,2));for i=1:K, Pi(i)=exp(digamma(hmm.Dir_alpha(i))-PsiSum);endhmm.Pi=hmm.Pi./sum(hmm.Pi);
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