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Viterbi algorithm (Belief propagation) for HMM MAP inference

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24 Feb 2012 (Updated )

Viterbi algorithm (Belief propagation for directed graphical model) for HMM MAP inference

demo.m
# This is the example from wiki page (http://en.wikipedia.org/wiki/Viterbi_algorithm)
# latent states are 1:Rainy, 2:Sunny
# observe  states are 1:walk, 2:shop, 3:clean

s = [0.6, 0.4];

P = [0.7, 0.3;
     0.4, 0.6];
    
E = [0.1, 0.4, 0.5;
     0.6, 0.3, 0.1];

x = [1,2,3,1,1,1,3,3];

[z,v] = viterbi(x, s, P, E);

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