When wavelet meet HMM

1D signal denoising and classification using WHMT

To duplicate results of the screenshot, please run:
test_WHMM

This script is an implementation of Reference [1], including 2 parts:
1. 1D signal denoising (page 9~11)
2. 1D random process(RP) classification (page 12)
Reference:
[1] Wavelet-Based Statistical Signal Processing Using Hidden Markov Models:
MS Crouse, RD Nowak, RG Baraniuk - IEEE transactions on signal processing, 1998 - dsp.rice.edu.
Available at:
http://scholarship.rice.edu/bitstream/handle/1911/19815/Cro1998Apr1Wavelet-Ba.PDF?sequence=1
Acknowledgment:
The author wish to thank Prof. Justin Romberg for his 'hmt1d' toolbox and
his kindly help of how to use it.