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".



Baggenstoss 2017-05-19