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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"><!--Converted with LaTeX2HTML 2K.1beta (1.48)original version by: Nikos Drakos, CBLU, University of Leeds* revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan* with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --><HTML><HEAD><TITLE>Models with multivariate Gaussian state conditional distribution</TITLE><META NAME="description" CONTENT="Models with multivariate Gaussian state conditional distribution"><META NAME="keywords" CONTENT="H2M, H2M/cnt, Hidden Markov Model, HMM, Mixture model, Vector Quantization, Expectation Maximization, EM, Multivariate Gaussian, Count data, Poisson, Negative binomial, MATLAB, OCTAVE, GPL"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"><META NAME="Generator" CONTENT="LaTeX2HTML v2K.1beta"><META HTTP-EQUIV="Content-Style-Type" CONTENT="text/css"><LINK REL="STYLESHEET" HREF="h2m.css"><LINK REL="next" HREF="node14.html"><LINK REL="previous" HREF="node2.html"><LINK REL="up" HREF="h2m.html"><LINK REL="next" HREF="node9.html"></HEAD><BODY BGCOLOR="ivory"><!--Navigation Panel--><B> Next:</B> <A NAME="tex2html170" HREF="node9.html">Data structures</A><B>Up:</B> <A NAME="tex2html166" HREF="h2m.html">H2M : A set</A><B> Previous:</B> <A NAME="tex2html160" HREF="node7.html">FAQ</A><P><!--End of Navigation Panel--><H1><A NAME="SECTION00030000000000000000">Models with multivariate Gaussian state conditional distribution</A></H1><BR><HR><!--Table of Child-Links--><A NAME="CHILD_LINKS"><STRONG>Subsections</STRONG></A><UL><LI><A NAME="tex2html171" HREF="node9.html">Data structures</A><LI><A NAME="tex2html172" HREF="node10.html">Simple types: ex_basic</A><UL><LI><A NAME="tex2html173" HREF="node10.html#SECTION00032100000000000000">Ergodic model with full covariance matrices</A><LI><A NAME="tex2html174" HREF="node10.html#SECTION00032200000000000000">Left-right HMM</A><LI><A NAME="tex2html175" HREF="node10.html#SECTION00032300000000000000">Mixture model</A></UL><BR><LI><A NAME="tex2html176" HREF="node11.html">Another mixture example: ex_bic</A><LI><A NAME="tex2html177" HREF="node12.html">A more advance example (sequence recognition with HMM): ex_sprec</A><LI><A NAME="tex2html178" HREF="node13.html">Implementation issues</A><UL><LI><A NAME="tex2html179" HREF="node13.html#SECTION00035100000000000000">Initialization</A><LI><A NAME="tex2html180" HREF="node13.html#SECTION00035200000000000000">Modifications of the EM recursions</A><LI><A NAME="tex2html181" HREF="node13.html#SECTION00035300000000000000">Computation time and memory usage</A></UL></UL><!--End of Table of Child-Links--><BR><HR><ADDRESS>Olivier Cappé, Aug 24 2001</ADDRESS></BODY></HTML>
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