Code covered by the BSD License  

Highlights from
EM for HMM Multivariate Gaussian processes

image thumbnail

EM for HMM Multivariate Gaussian processes

by

Sebastien PARIS (view profile)

 

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

Contact us