A collection of MATLAB classes and scripts for my thesis. Divided into two main directories:

classes/ The main objects and models in my system. Contains implementation of HMM and MSD algorithms, as well as useful representations of a Track.

scripts/ A set of utility scripts to run experiments, generate figures, etc...

To speed up some of the computations in this package, it is recommended that you install --lightspeed: for a faster logsumexp (local copy included) and repmat (http://research.microsoft.com/en-us/um/people/minka/software/lightspeed/)

--Double Class: faster replacements for MATLAB's basic functions
    (http://documents.epfl.ch/users/l/le/leuteneg/www/MATLABToolbox/DoubleClass.html)

test_em Run a quick test to verify that EM algorithm is working. Results should show true and actual HMM distributions which should match closely if EM is working and has converged.

demo Run through entire suite of test applications. Compute BIC scores for each and run each algorithm on all applications. Report results and generate figures. Caution: can take a while.