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

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Sneha
Sneha 2015-3-31
评论： Sneha 2015-3-31
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
Umakant 2015-3-31
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:
http://www.mathworks.com/help/stats/hmmestimate.html
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Sneha
Sneha 2015-3-31
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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