How to estimate parameters of HMM from given time series data?

조회 수: 2 (최근 30일)
Sneha
Sneha 2015년 3월 31일
댓글: Sneha 2015년 3월 31일
Hey, i am having excel file of current measurement readings. N I need to do its noise analysis for flicker n white noise using HMM. I don't understand how to get the HMM parameters from this data. if somebody having idea about this ..please let me know. Thanks in advance.

답변 (1개)

Umakant
Umakant 2015년 3월 31일
Hi Sneha,
Statistics Toolbox in MALTAB has function to estimate HMM parameters from emissions and states. The following link gives information on using 'hmmestimate' function with an example:
  댓글 수: 1
Sneha
Sneha 2015년 3월 31일
Hey, thanks for answering. but the main problem is how to decide the states and other required parameters to use those commands

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