HMM的Viterbi算法C#实现

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原理请参见鄙人前面的一篇文章

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace Viterbi
{
    class Program
    {
        const int m = 2;  //隐含状态数
        const int n = 3;  //观察状态数
        static int[] sArray = new int[n];  //隐含状态序列
        static int[] oArray = { 0, 1, 2 };  //可观察状态序列
        static double[] iArray = { 0.6, 0.4 };//初始概率矩阵
        static double[,] aArray = { { 0.7, 0.3 }, { 0.4, 0.6 } };//转移概率矩阵
        static double[,] bArray = { { 0.5, 0.4, 0.1 }, { 0.1, 0.3, 0.6 } };//发射概率矩阵
        static double[,] resultArray = new double[n, m];//保存结果 

        static void Main(string[] args)
        {
            Viterbi(sArray, oArray, iArray, aArray, bArray);
            foreach (int i in sArray)
            {
                Console.Write(i);
            }
            Console.ReadKey();
        }

        static void Viterbi(int[] s, int[] o, double[] i, double[,] a, double[,] b)
        {
            for (int j = 0; j < m; j++)
            {
                resultArray[0, j] = iArray[j] * bArray[j, oArray[0]];
            }
            for (int j = 1; j < n; j++)
            {
                for (int p = 0; p < m; p++)
                {
                    for (int k = 0; k < m; k++)
                    {
                        double tmp = resultArray[j - 1, p] * aArray[p, k] * bArray[k, oArray[j]];
                        if (tmp > resultArray[j, k])
                            resultArray[j, k] = tmp;
                    }
                }
            }
            for (int j = 0; j < n; j++)
            {
                double tmp = resultArray[j, 0];
                sArray[j] = 0;
                for (int p = 0; p < m; p++)
                {
                    if (resultArray[j, p] > tmp)
                        sArray[j] = p;
                }
            }
        }
    }
}

输入可观察状态序列：012

隐含状态序列：001

HMM的Viterbi算法C#实现

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原文地址：http://blog.csdn.net/joycesunny/article/details/45334663