Hidden Markov Model Multiple Observation values for each state

I am new to Hidden Markov Model. I understand the main idea and I have tried some Matlab built-in HMM functions to help me understand more.

If I have a sequence of observations and corresponding states, e.g.

seq =    2     6     6     1     4     1     1     1     5     4
states = 1     1     2     2     2     2     2     2     2     2

and I can use hmmestimate function to calculate transition and emission probability matrices as:

[TRANS_EST, EMIS_EST] = hmmestimate(seq, states)

TRANS_EST =

0.5000    0.5000
     0    1.0000

EMIS_EST =

     0    0.5000         0         0         0    0.5000
0.5000         0         0    0.2500    0.1250    0.1250

In the example, the observation is just a single value.

The example picture below describes my situation. If I have states: {Sleep, Work, Sport}, and I have a set of observations: {lightoff, light on, heart rate>100 .....} If I use number to represent each observation, in my situation each state has multiple observations at the same time,

seq =    {2,3,5}     {6,1}     {2}     {2,3,6}     {4}     {1,2}     {1}    
states = 1             1        2         2         2        2        2    

I have no idea how to implement this in Matlab to get transition and emission probability matrix. I am quite lost, what shall I do in the next step? Am I using the right approach?

Thanks!