Fix Quasi Birth-Death Structure

Assuming that the hidden states form a quasi birth-death 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_qbd( $<$G$>$, $<$E$>$, $<$B$>$ [, $<$BACK$>$ [, $<$FWD$>$ ] ] )

where $<$G$>$ in the number of groups of states; $<$E$>$ in the number of states (elements) per group11.9; $<$B$>$ is the observation batch size; $<$BACK$>$ is the number of reachable back groups; and $<$FWD$>$ is the number of reachable forward groups.



Guilherme Dutra Gonzaga Jaime 2010-10-27