diff toolboxes/FullBNT-1.0.7/HMM/viterbi_path.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/HMM/viterbi_path.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,62 @@
+function path = viterbi_path(prior, transmat, obslik)
+% VITERBI Find the most-probable (Viterbi) path through the HMM state trellis.
+% path = viterbi(prior, transmat, obslik)
+%
+% Inputs:
+% prior(i) = Pr(Q(1) = i)
+% transmat(i,j) = Pr(Q(t+1)=j | Q(t)=i)
+% obslik(i,t) = Pr(y(t) | Q(t)=i)
+%
+% Outputs:
+% path(t) = q(t), where q1 ... qT is the argmax of the above expression.
+
+
+% delta(j,t) = prob. of the best sequence of length t-1 and then going to state j, and O(1:t)
+% psi(j,t) = the best predecessor state, given that we ended up in state j at t
+
+scaled = 1;
+
+T = size(obslik, 2);
+prior = prior(:);
+Q = length(prior);
+
+delta = zeros(Q,T);
+psi = zeros(Q,T);
+path = zeros(1,T);
+scale = ones(1,T);
+
+
+t=1;
+delta(:,t) = prior .* obslik(:,t);
+if scaled
+  [delta(:,t), n] = normalise(delta(:,t));
+  scale(t) = 1/n;
+end
+psi(:,t) = 0; % arbitrary value, since there is no predecessor to t=1
+for t=2:T
+  for j=1:Q
+    [delta(j,t), psi(j,t)] = max(delta(:,t-1) .* transmat(:,j));
+    delta(j,t) = delta(j,t) * obslik(j,t);
+  end
+  if scaled
+    [delta(:,t), n] = normalise(delta(:,t));
+    scale(t) = 1/n;
+  end
+end
+[p, path(T)] = max(delta(:,T));
+for t=T-1:-1:1
+  path(t) = psi(path(t+1),t+1);
+end
+
+% If scaled==0, p = prob_path(best_path)
+% If scaled==1, p = Pr(replace sum with max and proceed as in the scaled forwards algo)
+% Both are different from p(data) as computed using the sum-product (forwards) algorithm
+
+if 0
+if scaled
+  loglik = -sum(log(scale));
+  %loglik = prob_path(prior, transmat, obslik, path);
+else
+  loglik = log(p);
+end
+end