Modify the baum welch algorithm given

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Modify the Baum-Welch algorithm given in Appendix A (c15 bwa.m) so that one does not have to enter initial guesses for the matrices A, B, and π. Make the elements of A and B random but reasonable.

(For example, the ondiagonal elements of the A matrix are typically larger than the off-diagonal terms.) For the initial π matrix make all values equal. Test your resulting program by reworking Example several times. What do you observe?

Reference no: EM131302296

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