I am working on channel modeling for cognitive radio using HMM. I've written a MATLAB program for forward, backward and Baum-Welch algorithm for multiple sequences. After given some random input and running the program for 1000 to 4000 iterations I'm getting some results. But I'm not getting how to interpret my results.
Will be glad if anyone can talk about inputting matrix/log-likelihood/transition matrix/emission matrix.
Best Answer
For MatLab, I would recommend using the HMM toolbox. It allows you to do pretty much all you would need from an HMM model.
If you feel strongly about using your own code, before running on a real dataset, you should probably validate your Baum Welch implementation by checking whether it actually returns sensible results. You can use an experimental setup similar to below. Please note that I am using the HMM toolbox functions, but it is more the order of steps that I am trying to draw your attention to.
The interpretations of the transition matrix, observation (emission) matrix and loglikelihoods is a broad topic. I assume you already have a fair understanding since you could implement your own Baum-Welch. The easiest and best read on HMMs (in my opinion) is Rabiner's paper. I would recommend having a look at this if you haven't yet.