Any Matlab functions out there for handling Hidden Markov Models with continuous observation variables?

Question

In the Matlab Statistics toolbox there are several functions for handling Hidden Markov Models (HMM), but they all work with discrete observation symbols. Does anyone know if there are toolboxes or functions (perhaps from a third party) that can handle continuous observation variables?

Answer 1

We came to an acceptable solution in the comments, so I'll post it here for future reference:

WEKA has appropriate functions for handling HMMs, and as it has a Java API it is an ideal candidate for use with MATLAB. MATLAB itself is a Java interpreter, so you can make direct calls to the WEKA api, passing and retrieving data.

Here is a matlab fileexchange example demonstrating the use of WEKA through MATLAB.

Here is a Java example showing how to use a generic WEKA classifier, which should be applicable to the third party HMM