Fix Coxian Structure

Assuming that the hidden states form a coxian structure, adds the value epsilon, which is defined in section [*], to every element of the hidden state transition matrix, A, the symbol emission probability matrices, p,q and r, and the initial hidden state probability vector, pi, and normalizes them to satisfy the stochastic constrains.

Usage: fix_coxian($<$N$>$, $<$B$>$)

where $<$N$>$ is the number of hidden states; and $<$B$>$ is the observation batch size.



Guilherme Dutra Gonzaga Jaime 2010-10-27