HMMs and Coupled HMMs for multi-channel EEG classification

A variety of Coupled HMMs (CHMMs) have recently been proposed as extensions of HMM to better characterize multiple interdependent sequences. This paper introduces a novel distance coupled HMM. It then compares the performance of several HMM and CHMM models for a multi-channel EEG classification problem. The results show that, of all approaches examined, the multivariate HMM that has low computational complexity surprisingly outperforms all other models.