Function File: [sequence, states] = hmmgenerate (len, transprob, outprob)

Function File: hmmgenerate (…, 'symbols', symbols)

Function File: hmmgenerate (…, 'statenames', statenames)

Generate an output sequence and hidden states of a hidden Markov model. The model starts in state 1 at step 0 but will not include step 0 in the generated states and sequence.

Arguments

• len is the number of steps to generate. sequence and states will have len entries each.
• transprob is the matrix of transition probabilities of the states. transprob(i, j) is the probability of a transition to state j given state i.
• outprob is the matrix of output probabilities. outprob(i, j) is the probability of generating output j given state i.

Return values

• sequence is a vector of length len of the generated outputs. The outputs are integers ranging from 1 to columns (outprob).
• states is a vector of length len of the generated hidden states. The states are integers ranging from 1 to columns (transprob).

If 'symbols' is specified, then the elements of symbols are used for the output sequence instead of integers ranging from 1 to columns (outprob). symbols can be a cell array.

If 'statenames' is specified, then the elements of statenames are used for the states instead of integers ranging from 1 to columns (transprob). statenames can be a cell array.

Examples

transprob = [0.8, 0.2; 0.4, 0.6];
outprob = [0.2, 0.4, 0.4; 0.7, 0.2, 0.1];
[sequence, states] = hmmgenerate (25, transprob, outprob)

symbols = {'A', 'B', 'C'};
statenames = {'One', 'Two'};
[sequence, states] = hmmgenerate (25, transprob, outprob,
                     'symbols', symbols, 'statenames', statenames)

References

1. Wendy L. Martinez and Angel R. Martinez. Computational Statistics Handbook with MATLAB. Appendix E, pages 547-557, Chapman & Hall/CRC, 2001.
2. Lawrence R. Rabiner. A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition. Proceedings of the IEEE, 77(2), pages 257-286, February 1989.

Package: statistics