Bayesian robust hidden markov model in matlab

The following Matlab project contains the source code and Matlab examples used for bayesian robust hidden markov model. The Bayesian robust hidden Markov model (BRHMM) is a probabilistic model for segmenting sequential multi-variate data.

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
BRHMM.m 16463
Estim.m 14115
EvalDiv.m 1962
GenParam.m 1099
GenVar.m 971
InitParam.m 545
IsConv.m 291
RandVar.m 826
RepVal.m 355
UpdateParam.m 3017
UpdateVar.m 4859
Sim.m 6523
license.txt 1318
TestBRHMM.m 7079