HMM matlab代码实现.docVIP

HMM matlab代码实现+分析 收藏 早就想吧HMM的代码整理出来，今天找个时间弄一下。 我看过这篇文章，其中讲解了HMM的实现。 推荐一下/kiddyym/blog/item/b7aaa68a841ec27a9f2fb41e.html ********************************************************************* 一下是HMM的代码 dhmm_em.m function [LL, prior, transmat, obsmat, nrIterations] = ... dhmm_em(data, prior, transmat, obsmat, varargin) % LEARN_DHMM Find the ML/MAP parameters of an HMM with discrete outputs using EM. % [ll_trace, prior, transmat, obsmat, iterNr] = learn_dhmm(data, prior0, transmat0, obsmat0, ...) % % Notation: Q(t) = hidden state, Y(t) = observation % % INPUTS: % data{ex} or data(ex,:) if all sequences have the same length % prior(i) % transmat(i,j) % obsmat(i,o) % % Optional parameters may be passed as param_name, param_value pairs. % Parameter names are shown below; default values in [] - if none, argument is mandatory. % % max_iter - max number of EM iterations [10] % thresh - convergence threshold [1e-4] % verbose - if 1, print out loglik at every iteration [1] % obs_prior_weight - weight to apply to uniform dirichlet prior on observation matrix [0] % % To clamp some of the parameters, so learning does not change them: % adj_prior - if 0, do not change prior [1] % adj_trans - if 0, do not change transmat [1] % adj_obs - if 0, do not change obsmat [1] % % Modified by Herbert Jaeger so xi are not computed individually % but only their sum (over time) as xi_summed; this is the only way how they are used % and it saves a lot of memory. [max_iter, thresh, verbose, obs_prior_weight, adj_prior, adj_trans, adj_obs] = ... process_options(varargin, max_iter, 10, thresh, 1e-4, verbose, 1, ... obs_prior_weight, 0, adj_prior, 1, adj_trans, 1, adj_obs, 1); previous_loglik = -inf; loglik = 0; converged = 0; num_iter = 1; LL = []; if ~iscell(data) data = num2cell(data, 2); % each row gets its own cell end while (num_iter = max_iter) ~converged % E step [loglik, exp_num_trans, exp_num_visits1, exp_num_emit] = ... compute_ess_dhmm(prior, transmat,