HMM matlab example

=======產生hmm sequence========

1. 定義transition probability和 emis probability .



trans = [0.95,0.05 ;
0.10,0.90 ] ;



emis = [1/6 1/6 1/6 1/6 1/6 1/6;
1/10 1/10 1/10 1/10 1/10 1/2 ];

2. 用定義好的probability隨機產生一個sequence.

seq 存的是在第 i 步時的symbol,
states 存的是在第 i 步時所在的 state.

[seq,states] = hmmgenerate( 8,trans,emis);

result :



3. 可對symbols 及 states 另取名稱 .

[seq,states] = hmmgenerate( 8 ,trans,emis,...
'Symbols',{'one','two','three','four','five','six'},...
'Statenames',{'fair';'loaded'})

result :



==用已知的sequence, states反推出 trans 和 emis 機率==

1. 用此matlab指令

[estimateTR,estimateE] = hmmestimate(seq,states);

result :





=======pStates========

trans, emis, seq同上,輸入matlab指令.

PSTATES = hmmdecode(seq,TRANS,EMIS);

result :