HMM 1.0

This toolbox supports inference and learning for HMMs with discrete outputs.

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.