Viterbi Algorithm

Finding probability
Definition
Example
Summary

Section 3 - Page 5
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Description of model used in the example

State transition matrix ('A' matrix)
weather
yesterday
weather today
Sunny Cloudy Rainy
Sunny 0.500 0.250 0.250
Cloudy 0.375 0.125 0.375
Rainy 0.125 0.675 0.375
Confusion matrix ('B' matrix)
hidden
states
observed states
Dry Dryish Damp Soggy
Sunny 0.60 0.20 0.15 0.05
Cloudy 0.25 0.25 0.25 0.25
Rainy 0.05 0.10 0.35 0.50