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IHiddenMarkovModelEvaluate Method

Calculates the probability that this model has generated the given sequence.

Namespace:  Accord.Statistics.Models.Markov
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
double Evaluate(
	Array observations
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Type: SystemArray
A sequence of observations.

Return Value

Type: Double
The probability that the given sequence has been generated by this model.
Evaluation problem. Given the HMM M = (A, B, pi) and the observation sequence O = {o1, o2, ..., oK}, calculate the probability that model M has generated sequence O. This can be computed efficiently using the Forward algorithm.
See Also