Hidden Markov Model (HMM) Toolbox for Matlab

Hidden Markov Model (HMM) Toolbox for Matlab

Written by Kevin Murphy, 1998.
Last updated: 8 June 2005.
Distributed under the MIT License

This toolbox supports inference and learning for HMMs with discrete outputs (dhmm's), Gaussian outputs (ghmm's), or mixtures of Gaussians output (mhmm's). The Gaussians can be full, diagonal, or spherical (isotropic). It also supports discrete inputs, as in a POMDP. The inference routines support filtering, smoothing, and fixed-lag smoothing.

For a more recent version of this toolkit, please see PMTK.

Download toolbox

How to use the HMM toolbox

Other packages for HMMs

Recommended reading on HMMs