HMM tests

Tests with a simple HMM models.

The model tries to infer the current position x and the observation noise sigma2.

Requirements

• Opam with Ocaml >= 4.10
• ProbZelus with Zelus-libs

Build and run

dune exec ./hmm_main.exe 

You can try other inference algorithms by changing the line open Infer_ds_streaming in the file hmm.zls with one of the following:

• Infer_ds_streaming
• Infer_pf
• Infer_importance
• Infer_ds_naive