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EM for HMM Multivariate Gaussian processes

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EM for HMM Multivariate Gaussian processes

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15 Jul 2008 (Updated )

A fast implementation of the EM Algorithm for HMM Multivariate Gaussian Mixture

mexme_em_ghmm.m
echo on

mex  em_ghmm.c

mex -Dbetanormalize  forward_backward.c

mex  likelihood_mvgm.c

mex  ndellipse.c

mex  -DranSHR3 sample_ghmm.c


echo off

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