Introduction - If you have any usage issues, please Google them yourself
Hidden Markov Model (HMM) Toolbox for Matlab,This toolbox supports inference and learning for HMMs with discrete outputs (dhmm s), Gaussian outputs (ghmm s), or mixtures of Gaussians output (mhmm s). The Gaussians can be full, diagonal, or spherical (isotropic). It also supports discrete inputs, as in a POMDP. The inference routines support filtering, smoothing, and fixed-lag smoothing.