Hidden Markov Model (HMM) Toolbox written by Kevin Murphy (1998).See http://www.ai.mit.edu/~murphyk/Software/hmm.html for details.Installation------------1. Install netlab from http://www.ncrg.aston.ac.uk/netlab2. Install KPMtools and KPMstats from  http://www.ai.mit.edu/~murphyk/Software/index.html3. Assuming you installed all these files in your matlab directory, in Matlab typeaddpath matlab/netlabaddpath matlab/KPMtoolsaddpath matlab/KPMstatsaddpath matlab/HMMModels------dhmm = HMM with discrete outputmhmm = HMM with mixture of Gaussians output; Use mhmm with M=1 components to simulate an HMM with a single Gaussian output.References-----------See "A tutorial on Hidden Markov Models and selected applications in speech recognition", L. Rabiner, 1989, Proc. IEEE 77(2):257--286.