gaussianHMM.h File Reference

This file contains functions of a Gaussian Hidden Markov Models. More...

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Classes
class	GaussianHMM
	A wrapper class for HMM functionals in single Gaussian case. More...

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Detailed Description

This file contains functions of a Gaussian Hidden Markov Models.

It implements log-likelihood computation, viterbi algorithm for the most probable sequence, Baum-Welch algorithm and Viterbi-like algorithm for parameter estimation. It can also generate sequences from a Hidden Markov Model.

Definition in file gaussianHMM.h.