The log-likelihood output of the
software/hmm_reest.m program
can be used as a classifier. If the number of
iterations is specified as zero, a shortened version
of the program is run, only running the forward procedure.
[q, parm] = hmm_reest(parm, x, istart, nsamp, 0);
Since the program finds the total log likelihood
for each record passed to it, the
total likelihood will be the sum of the elements
of q.