A collection of MATLAB classes and scripts for my thesis. Divided into two main
directories:

classes/
	The main objects and models in my system. Contains implementation of HMM
	and MSD algorithms, as well as useful representations of a Track.

scripts/
	A set of utility scripts to run experiments, generate figures, etc...

To speed up some of the computations in this package, it is recommended that you
install
	--lightspeed: for a faster logsumexp (local copy included) and repmat
	 (http://research.microsoft.com/en-us/um/people/minka/software/lightspeed/)

	--Double Class: faster replacements for MATLAB's basic functions
		(http://documents.epfl.ch/users/l/le/leuteneg/www/MATLABToolbox/DoubleClass.html)

>> test_em
	Run a quick test to verify that EM algorithm is working. Results should show
true and actual HMM distributions which should match closely if EM is working
and has converged.

>> demo
	Run through entire suite of test applications. Compute BIC scores for each and
run each algorithm on all applications. Report results and generate figures.
Caution: can take a while.