hmmviterbi

Hidden Markov model most probable state path

Syntax

STATES = hmmviterbi(seq,TRANS,EMIS)
hmmviterbi(...,'Symbols',SYMBOLS)
hmmviterbi(...,'Statenames',STATENAMES)

Description

STATES = hmmviterbi(seq,TRANS,EMIS) given a sequence, seq, calculates the most likely path through the hidden Markov model specified by transition probability matrix, TRANS, and emission probability matrix EMIS. TRANS(i,j) is the probability of transition from state i to state j. EMIS(i,k) is the probability that symbol k is emitted from state i.

    Note   The function hmmviterbi begins with the model in state 1 at step 0, prior to the first emission. hmmviterbi computes the most likely path based on the fact that the model begins in state 1.

hmmviterbi(...,'Symbols',SYMBOLS) specifies the symbols that are emitted. SYMBOLS can be a numeric array or a cell array of the names of the symbols. The default symbols are integers 1 through N, where N is the number of possible emissions.

hmmviterbi(...,'Statenames',STATENAMES) specifies the names of the states. STATENAMES can be a numeric array or a cell array of the names of the states. The default state names are 1 through M, where M is the number of states.

Examples

trans = [0.95,0.05;
         0.10,0.90];
emis = [1/6 1/6 1/6 1/6 1/6 1/6;
   1/10 1/10 1/10 1/10 1/10 1/2];

[seq,states] = hmmgenerate(100,trans,emis);
estimatedStates = hmmviterbi(seq,trans,emis);

[seq,states] = ...
   hmmgenerate(100,trans,emis,...
               'Statenames',{'fair';'loaded'});
estimatesStates = ...
   hmmviterbi(seq,trans,emis,...
              'Statenames',{'fair';'loaded'});

References

[1] Durbin, R., S. Eddy, A. Krogh, and G. Mitchison. Biological Sequence Analysis. Cambridge, UK: Cambridge University Press, 1998.

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