Hidden Markov Model (HMM) Toolbox written by Kevin Murphy (1998).See http://www.ai.mit.edu/~murphyk/Software/hmm.html for details.Models------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.Demos-----mhmm_em_demodhmm_em_demodhmm_em_online_demofixed_lag_smoother_demoReferences-----------See "A tutorial on Hidden Markov Models and selected applications in speech recognition", L. Rabiner, 1989, Proc. IEEE 77(2):257--286.