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.

Source Code: hmmgenerate