title: Issue in training hidden markov model and usage for classification
body: <p>I am having a tough time in figuring out how to use Kevin Murphy's
  HMM toolbox <a href="http://www.cs.ubc.ca/~murphyk/Software/HMM/hmm.html" rel="nofollow noreferrer">Toolbox</a>. It would be a great help if anyone who has an experience with it could clarify some conceptual questions. I have somehow understood the theory behind HMM but it's confusing how to actually implement it and mention all the parameter setting.</p>
  
  <p>There are 2 classes so we need 2 HMMs. <br />
  Let say  the training vectors are :class1 O1={ 4 3 5 1 2} and class O_2={ 1 4 3 2 4}. <br />
  Now,the system has to classify an unknown sequence O3={1 3 2 4 4} as either class1 or class2. </p>
  
  <ol>
  <li>What is going to go in obsmat0 and obsmat1?</li>
  <li>How to specify/syntax for the transition probability transmat0 and transmat1?</li>
  <li>what is the variable data going to be in this case?</li>
  <li>Would number of states Q=5 since there are five unique numbers/symbols used?</li>
  <li>Number of output symbols=5 ?</li>
  <li>How do I mention the transition probabilities transmat0 and transmat1?</li>
  </ol>