Hidden Markov Models and Dynamical Systems
Image of the book

This site provides the following material to supplement both the book Hidden Markov Models and Dynamical Systems, which is available from SIAM, and related software, which is available on google code:
The new code is superior to the code webhmmds which I distributed here in the past. It is easier to read, use and extend. It's fast and has better documentation. However the new code does not exactly reproduce the results in the book. The differences are not due to errors, but are due to different code, libraries and random number generators. If you want to see the original code, contact me at andy@fraserphysics.com and I will post them here.