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

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.

Answer 1

[Umakant]

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

[Sneha]

Hey, thanks for answering. but the main problem is how to decide the states and other required parameters to use those commands