HiddenMarkovModelTDistributionDecode Method (Array, Double)

Calculates the most likely sequence of hidden states that produced the given observation sequence.

Namespace: Accord.Statistics.Models.Markov
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

Copy

public int[] Decode(
	Array observations,
	out double logLikelihood
)

Public Function Decode ( 
	observations As Array,
	<OutAttribute> ByRef logLikelihood As Double
) As Integer()

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Parameters

observations: Type: SystemArray
A sequence of observations.
logLikelihood: Type: SystemDouble
The log-likelihood along the most likely sequence.

Return Value

Type: Int32
The sequence of states that most likely produced the sequence.

Implements

IHiddenMarkovModelDecode(Array, Double)

Remarks

Decoding problem. Given the HMM M = (A, B, pi) and the observation sequence O = {o1,o2, ..., oK}, calculate the most likely sequence of hidden states Si that produced this observation sequence O. This can be computed efficiently using the Viterbi algorithm.

Reference

HiddenMarkovModelTDistribution Class

Decode Overload

Accord.Statistics.Models.Markov Namespace