How to fix some parameters during HMM model estimation?

The "hmmestimate" allows to estmate A and B matrices for a HMM model from data. I want todo it but some A and B entries should be uncanged during this process. Take for instance the case where A = [1 0 alfa; 0 1 0, 1 1 beta] where only alfa and beta are supposed to be estimated. Is there a way of doing this?

Answer 1

[Priyanka Kondapalli]

Hi,

Please refer to the below links that guides you with more details on HMM model.

Hidden Markov Models (HMM) - MATLAB & Simulink (mathworks.com)

Hidden Markov model parameter estimates from emissions and states - MATLAB hmmestimate (mathworks.com)