MATLAB code for Hidden Markov Model

Description

ORIGINAL probabilities of the HMM Model

REF =

1.1000        0.4000         0.6000          0.3000             0.5000

Probabilities obtained using EM algorithm

ans =

1.0000          0.5739         0.2065          0.2047              0.4422

We did not use any MATLAB toolbox for the implementation of this code, we just use MATLAB basic programming.