How can I generate states and sequences given the output of the 'fhmm.m' (observation and transition matrix)

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Ali Bou Haidar
Ali Bou Haidar il 19 Ago 2016
I am trying to generate sequences and states given a set of data, specifying 2 chains (ON or OFF), 43 states per chain. I am using the 'fhmm.m' algorithm posted at Dr Ghahramani's page: http://mlg.eng.cam.ac.uk/zoubin/software.html The output of interest from the 'fhmm.m' are: P (observation matrix) and Pi (transition matrix). Anyone has any idea of an algorithm similar to 'hmmgenerate.m' that works on fhmm output?

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