Can Matlab handle continous observation for Hidden Markov Model

Question

I am wondering can matlab hmm toolbox handle continuous observation? Can it handle multiple observations variable(feature for each state) It seems that it can handle single stream of discrete observations. Is that correct or am I missing something?

What If I have multiple continuous or discrete observation. Can it handle those?

score 1 · Answer 1 · answered Sep 14 '18 at 13:12

1

If u mean this library then it can't. You're correct, this toolbox only takes a sequence of integers as observations ie NOT continuous observations. Surely this also limits the capability to solve your next questions concerning multiple observations.

answered Sep 14 '18 at 13:12

Tala Warang

81
2

Yes I meant that library. and Thanks for your response. Can Kevin Murphy Toolbox handle the continuous observations? – user10189200 Sep 14 '18 at 16:52

score 0 · Answer 2 · answered Sep 15 '18 at 13:01

0

Yes, for the KM. toolbox, as we see from usage docs here, mhmm_em(...) function is used whenever observation probabilities are a mixture of Gaussians.

answered Sep 15 '18 at 13:01

Tala Warang

81
2

Can Matlab handle continous observation for Hidden Markov Model

2 Answers2