This package contains functions that model time series data with HMM. It Includes Viterbi, HMM filter, HMM smoother, EM algorithm for learning the parameters of HMM, etc.
The code is fully optimized yet is succinct so that user can easily learn the algorithms.
This pakcage is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
missing file fixed
The toolbox is well but a function named "discreteRnd" in hmmRnd.m is not found.
fix missing file discreteRnd.m