hmm_fb.m

来自「隐马尔可夫工具箱」· M 代码 · 共 11 行

function [alpha, beta, logl, dens] = hmm_fb (X, A, pi0, mu, Sigma, QUIET)

%hmm_fb    Implements the forward-backward recursions (with scaling).
%	Use: [alpha,beta,logl,dens] = hmm_fb(X,A,pi0,mu,Sigma) where
%	alpha and beta are the forward and backward variables and logl
%	is the log-likelihood). dens contains the values of all
%	gaussian densities for each time index (usefull for the
%	estimation of the transition probabilities).

% H2M Toolbox, Version 2.0
% Olivier Capp