hmmtest2.m

来自「Mathematical Methods by Moor n Stiling.」· M 代码 · 共 35 行

% Test data for the HMM
% Copyright 1999 by Todd K. Moon

HMM.A = [0 1/4 .2;   1 1/4 .4;   0 1/2 .4];
HMM.pi = [1;0;0];
HMM.final = [0 0 1];
HMM.f{1} = 2;   % Gaussian distribution
HMM.f{2,1} = [1;1;1];
HMM.f{2,2} = [-1;-1;-1];
HMM.f{2,3} = [5;5;5];
HMM.f{3,1} = .5*eye(3);
HMM.f{3,2} = .6*eye(3);
HMM.f{3,3} = .7*eye(3);

[y,ss] = hmmgendat(8,HMM);

lpy1 = hmmlpyseq(y,HMM)
[alpha,beta,f] = hmmab(y,HMM);
[alphan,betan,fn,c] = hmmabn(y,HMM);
lpv = [lpy1];
hmmnew = HMM;
for i=1:10
  hmmnew = hmmupdate(y,hmmnew);
  lpy2 = hmmlpyseq(y,hmmnew);
  lpv = [lpv lpy2];
end

lpy1 = hmmlpyseqn(y,HMM)
lpvn = [lpy1]
hmmnewn = HMM;
for i=1:10
  hmmnewn = hmmupdaten(y,hmmnewn);
  lpy2 = hmmlpyseqn(y,hmmnew);
  lpvn = [lpvn lpy2];
end