oolbox</a>, which is included with BNT.)
<p>


<h2><a name="chmm">Coupled HMMs</h2>

Here is an example of a coupled HMM with N=5 chains, unrolled for T=3
slices. Each hidden discrete node has a private observed Gaussian
child.
<p>
<img src="Figures/chmm5.gif">
<p>
We can make this using the function
<pre>
Q = 2; % binary hidden nodes
discrete_obs = 0; % cts observed nodes
Y = 1; % scalar observed nodes
bnet = mk_chmm(N, Q, Y, discrete_obs);
</pre>

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