CODEWITHSUNDEEP
matlabgaussianhidden-markov-modelsmultinomial
user10189200
user10189200

Reputation: 21

Can Matlab handle continous observation for Hidden Markov Model

I am wondering can matlab hmm toolbox handle continuous observation? Can it handle multiple observations variable(feature for each state) It seems that it can handle single stream of discrete observations. Is that correct or am I missing something?

What If I have multiple continuous or discrete observation. Can it handle those?

Upvotes: 2

Views: 292

Answers (2)

Tala Warang
Tala Warang

Reputation: 91

Yes, for the KM. toolbox, as we see from usage docs here, mhmm_em(...) function is used whenever observation probabilities are a mixture of Gaussians.

Upvotes: 0

Tala Warang
Tala Warang

Reputation: 91

If u mean this library then it can't. You're correct, this toolbox only takes a sequence of integers as observations ie NOT continuous observations. Surely this also limits the capability to solve your next questions concerning multiple observations.

Upvotes: 1

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