Creating Synthetic Observations

Creating sequences of observations corresponding to an HMM parameter set is simple. The command

     [x2,states]=hmm_synth_mex(parm,100);
     x2=x2';

creates a record of 100 observations from the HMM defined by parameter set parm. The output vector is of “nsamp" rows and number of columns corresponding to the feature dimension. It has to be transposed to agree with the normal convention. The states are passed to the output as variable “states".