Hidden Markov Model

[androidu...@gmail.com]

Hi,

I tried to create a Hidden markov model for a multivariate normal distribution(2) with 4 states but I keep getting just 2 states from decoding. Can I check if my code has setup the model correctly?

var initialDensity = new MultivariateNormalDistribution(2);

var hmm = new HiddenMarkovModel<MultivariateNormalDistribution>(new Ergodic(4), initialDensity);

BaumWelchLearning<MultivariateNormalDistribution> teacher = new BaumWelchLearning<MultivariateNormalDistribution>(hmm)
{
Tolerance = 0.0001,
Iterations = 0,
FittingOptions = new NormalOptions() { Regularization = 0.0001 }
};

var training = new double[1][][];
training[0] = history.ToArray();
teacher.Run(training);
}

history.Add(new double[] { double1, double2 });

int[] stateSequence = hmm.Decode(history.ToArray());