Em for hmm multivariate gaussian processes in matlab

The following Matlab project contains the source code and Matlab examples used for em for hmm multivariate gaussian processes. em_ghmm : Expectation-Maximization algorithm for a HMM with Multivariate Gaussian measurement  Usage  -------  [logl , PI , A , M , S] = em_ghmm(Z , PI0 , A0 , M0 , S0 , [options]);  Inputs  -------  Z Measurements (m x K x n1 x .

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
em_ghmm.c 27127
forward_backward.c 14859
license.txt 1309
likelihood_mvgm.c 11952
mexme_em_ghmm.m 160
ndellipse.c 10593
sample_ghmm.c 13248
test_em_ghmm.m 3371

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