Forward Viterbi algorithm based on the Python code found at: http://en.wikipedia.org/wiki/Viterbi_algorithm
Also included is an example based on the one from the Wikipedia page for a simple 2-state model with 4 observations. To paraphrase:
Bob tells Alice his daily activities (observations) and Alice wants to determine the most likely weather each day (states). Since Alice lives far away, the weather is unknown to her (hidden). Assuming that the states behave as a Markov process, and the observations have a statistical dependency on the states, the Viterbi algorithm can find the most likely weather pattern (path).
More information can be found at:
http://en.wikipedia.org/wiki/Viterbi_algorithm |