Next:
Classifying using the trained
Up:
MATLAB toolbox for HMM
Previous:
Creating Synthetic Observations
Contents
Estimating the states: the Viterbi algorithm.
The Viterbi algorithm [
65
] estimates the most likely state sequence. The command:
states=viterbi(parm,x);
Outputs the most likely state sequence corresponding to data
x
. As a test, try the following commands:
[x2,states]=hmm_synth_mex(parm,100); x2=x2'; est_states=viterbi(parm,x2);
Compare the estimated states with the actual.