BP-HMM 源代码

function hmmo = hmmupdatev(y,HMM) % % Compute updated HMM model from observations y using Viterbi methods % Assumes only a sin…

function hmmo = hmmupdaten(y,HMM) % % Compute updated HMM model from observations % % function HMM = hmmupdaten(y,HMM) % % …

% Notes on data structures and functions for the HMM % % Copyright 1999 by Todd K. Moon % % Data structures for the HMM …

function [y,ss] = hmmgengaus(T,HMM) % % Generate T outputs of a HMM with a Gaussian output distribution % % function y = hmmg…

function [A,pi] = hmmApiupn(y,alphahat,betahat,f,HMM) % % update the HMM probabilities A and pi using the normalized forward an…

function f = hmmgausfupn(y,alphahat,betahat,c,HMM) % % Update the Gaussian output distribution f of the HMM using the normalize…

function [y,ss] = hmmgendat(T,HMM) % % Generate T outputs of a Hidden Markov model HMM % % function [y,ss] = hmmgendat(T,HMM)…

function lpy = hmmlpyseqv(y,HMM) % % Find the log likelihood of the sequence y[1],y[2],...,y[T] % i.e., compute log P(y|HMM), …

function [alphahat,betahat,f,c] = hmmabn(y,HMM) % % compute the normalized forward and backward probabilities for the model HMM…

% Test the HMM using both Viterbi and EM-algorithm based training methods % Copyright 1999 by Todd K. Moon HMM.A = [0 1/4 .2…