BP-HMM 源代码

% Generate sine wave data f1=10; f2=20; ns=125; noise=0.3; t=[1/ns:1/ns:1]; x=[sin(2*pi*f1*t)+noise*randn(size(t)) sin(2*pi*f…

clear all Ntest=1000; for t=1:Ntest, T=750; K=2; covscale=11; simhmm=struct('Pi',rand(1,K),'P',rand(K),'K',K); simhmm.Pi…

% A demonstration of the HMM software using an AR observation % model on sleep spindle data load demar plotseg(Xseries,[],[],40,…

function [posterior_prob]=hmmposterior(data,hmm); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % [posterior…

function [simdata] = hmmsim (hmm,N) % [simdata] = hmmsim (hmm,N) % % simulates the output of an HMM with gaussian observation mode…

function [B] = obslike (X,T,n,hmm) % function [B] = obslike (X,T,n,hmm) % % Evaluate likelihood of data given observation model %…

function [hmm] = init_ar (x, ns, p, hmm, V, ALPHA, EV_THRESH, PLOT) % function [hmm] = init_ar (x, ns, p, hmm, V, ALPHA, EV_THR…

function [hmm] = obsinit (X,hmm) % function [hmm] = obsinit (X,hmm) % % Initialise observation model in HMM % for hmm.obsmodel = …

function [hmm]=hmmtrain(X,T,hmm) % function [hmm]=hmmtrain(X,T,hmm) % % Train Hidden Markov Model using Baum Welch/EM algorithm %…

function [hmm] = obsupdate (X,T,Gamma,Gammasum,hmm,update) % function [hmm] = obsupdate (X,T,Gamma,Gammasum,hmm,update) % % Upda…