%参考:matlab help 文件
%例子中:状态变量为离散分布,值域为{‘fair‘,‘loaded‘};观测变量为离散分布,值域为{‘one‘,‘two‘,‘three‘,‘four‘,‘five‘,‘six‘}
tr = [0.95,0.05; %状态转移矩阵 [2x2]
0.10,0.90];
e = [1/6, 1/6, 1/6, 1/6, 1/6, 1/6; %发射矩阵的维度 o=b‘*i; [6x1]=[6x2]‘x*[2x1];
1/10, 1/10, 1/10, 1/10, 1/10, 1/2;];
[seq, states] = hmmgenerate(100,tr,e); %100个时间序列单元
% [seq, states] = hmmgenerate(100,tr,e,‘Symbols‘,... %设置隐变量2个可能取值的名称和观测变量6个可能取值的名称
% {‘one‘,‘two‘,‘three‘,‘four‘,‘five‘,‘six‘},...
% ‘Statenames‘,{‘fair‘;‘loaded‘}
| t->t+1 | s1 | s2 |
| s1 | 0.95 | 0.05 |
| s1 | 0.10 | 0.90 |
状态转移矩阵
| o1 | o2 | o3 | o4 | o5 | o6 | |
| s1 | 1/6 | 1/6 | 1/6 | 1/6 | 1/6 | 1/6 |
| s2 | 1/10 | 1/10 | 1/10 | 1/10 | 1/10 | 1/2 |
发射矩阵(还是发射矩阵的转置?,由于o=b*s=> [6x1]=[6x2]*[2x1])
原文:https://www.cnblogs.com/feynmania/p/13398283.html