HMM viterbi algorithm linked to values

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Nikolas Spiliopoulos 2021-12-13

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https://ww2.mathworks.cn/matlabcentral/answers/1609865-hmm-viterbi-algorithm-linked-to-values

回答： Aneela 2024-2-16

Hi all,

I have used the HMM toolbox, using 4 states (Each states can take numbers from 1 to 6).

Then I apply the viterbi algortihm and find the optimum path of states. However, my question is:

How then the viterbi states of a given sequence are linked to certain values? here are the input data

A=[0.6 0.2 0.1 0.1;0.1 0.6 0.15 0.15; 0.15 0.15 0.6 0.1; 0.1 0.1 0.25 0.55]; %transition matrix

emis = [0.025 0.135 0.34 0.34 0.135 0.025;0.025 0.135 0.34 0.34 0.135 0.025;0.025 0.135 0.34 0.34 0.135 0.025;0.025 0.135 0.34 0.34 0.135 0.025]; %emission matrix, probabilities follow gaussian distribution (six bins of probabilities)

Initial_vales= [ 0.25 0.32 0.58 0.42 ..0.8]; %initial data given (24*20), range from 0.1 to 1.8!

%states_1= 0-0.25

%state_2=0.25-0.50

%state_2=0.5-0.75

%state_4=>0.75

thanks in advance,

Nikolas

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Answer 1

Aneela 2024-2-16

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https://ww2.mathworks.cn/matlabcentral/answers/1609865-hmm-viterbi-algorithm-linked-to-values#answer_1410373

Hi Nikolas Spiliopoulos,

The Viterbi algorithm generates the most likely sequence of the hidden states (Viterbi States) in “HMM (Hidden Markov Models)”.

The algorithm begins by determining the initial likelihoods for each state, based on the first observation.
For each subsequent observation, the algorithm calculates the probability of being in each state by using the new observation and the previous state probabilities.

The Viterbi states of a given sequence are linked to the certain values through the emission probabilities of the observed value and the transition probabilities from the previous state.