dhmm_sample.m

马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马尔可夫于1907年提出。本程序是对隐马尔可夫模型的一个完整的建模。

function [obs, hidden] = dhmm_sample(initial_prob, transmat, obsmat, numex, len)
% SAMPLE_DHMM Generate random sequences from a Hidden Markov Model with discrete outputs.
%
% [obs, hidden] = sample_dhmm(initial_prob, transmat, obsmat, numex, len)
% Each row of obs is an observation sequence of length len.

hidden = mc_sample(initial_prob, transmat, len, numex);
obs = multinomial_sample(hidden, obsmat);