How to estimate parameters of HMM from given time series data?
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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.
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Umakant
le 31 Mar 2015
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:
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