Baum_Welch-algorithm

代码说明：

  用Baum-Welch算法来迭代估计一个隐马尔科夫模型（HMM）的初始状态概率分布以及其状态转移概率矩阵。其中文件有mainfile_B_W.m为主函数，Baum_Welch.m为Baum-Welch算法迭代函数，Forward_variable.m与Backward_variable.m与Gamma_variable.m与Ksi_variable.m是需要计算的四种因子，B_pdf.m为混淆散射概率密度函数。(It s Baum-Welch algorithm for iteratively estimating the initial states probability distribution and state transition probability matrix. In the folder, "mainfile_B_W.m" is the main function, and "Baum_Welch.m" is the iteration Baum-Welch function. Also these four file "Forward_variable.m " "Backward_variable.m" "Gamma_variable.m" "Ksi_variable.m" are used for calculating crucial factors. "B_pdf.m" is the emission probability distrubution function.)

文件列表：

Baum_Welch algorithm
....................\Backward_variable.m,615,2014-01-04
....................\Baum_Welch.m,1293,2014-01-05
....................\B_pdf.m,426,2014-01-12
....................\Forward_variable.m,553,2014-01-04
....................\Gamma_variable.m,316,2014-01-04
....................\Ksi_variable.m,491,2014-01-04
....................\mainfile_B_W.m,802,2014-01-12