FindHiddenMarkovStates

FindHiddenMarkovStates[data,hmm] finds the most likely hidden states of the HiddenMarkovProcess hmm corresponding to the emissions data.

FindHiddenMarkovStates[data,hmm,crit] uses the given criterion crit to find the hidden states.

Examples

Find hidden states from emission data:

hmm = HiddenMarkovProcess[{0.5, 0.5}, {{0.7, 0.3}, {0.4, 0.6}}, {{0.9, 0.1}, {0.2, 0.8}}];
data = {1, 1, 2, 1, 2};
FindHiddenMarkovStates[data, hmm]

Please visit the official Wolfram Language Reference for more details.