李航统计学习方法-第十章HMM-习题答案（10.1）

最新推荐文章于 2022-04-17 19:51:46 发布

orange_xiang

最新推荐文章于 2022-04-17 19:51:46 发布

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分类专栏： HMM 文章标签：李航课后习题 10.1 统计学习方法

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(1) 计算初值 $\beta_4(i)=1,i=1,2,3$

(2) 递推计算

$t = 3,2,1 \beta_t(i)=\sum \limits_{j=1}^3a_{ij}b_j(o_{t+1})\beta _{t+1}(j),i=1,2,3$

$\beta _3(1)\sum\limits_{j=1}^3a_{1j}b_j(o_4)\beta_4(j)=(0.5*0.5*1+0.2*0.6*1+0.3*0.3*1)=0.46$

$\beta _3(2)\sum\limits_{j=1}^3a_{2j}b_j(o_4)\beta_4(j)=(0.3*0.5*1+0.5*0.6*1+0.2*0.3*1)=0.51$

$\beta _3(3)\sum\limits_{j=1}^3a_{3j}b_j(o_4)\beta_4(j)=(0.2*0.5*1+0.3*0.6*1+0.5*0.3*1)=0.43$

$\beta _2(1)\sum\limits_{j=1}^3a_{1j}b_j(o_3)\beta_3(j)=(0.5*0.5*0.46+0.2*0.4*0.51+0.3*0.7*0.43)=0.2461$

$\beta _2(2)\sum\limits_{j=1}^3a_{2j}b_j(o_3)\beta_3(j)=(0.3*0.5*0.46+0.5*0.4*0.51+0.2*0.7*0.43)=0.2312$

$\beta _2(3)\sum\limits_{j=1}^3a_{3j}b_j(o_3)\beta_3(j)=(0.2*0.5*0.46+0.3*0.4*0.51+0.5*0.7*0.43)=0.2577$

$\beta _1(1)\sum\limits_{j=1}^3a_{1j}b_j(o_2)\beta_2(j)=(0.5*0.5*0.2461+0.2*0.6*0.2312+0.3*0.3*0.2577)=0.112462$

$\beta _1(2)\sum\limits_{j=1}^3a_{2j}b_j(o_2)\beta_2(j)=(0.3*0.5*0.2461+0.5*0.6*0.2312+0.2*0.3*0.2577)=0.121737$

$\beta _1(3)\sum\limits_{j=1}^3a_{3j}b_j(o_2)\beta_2(j)=(0.2*0.5*0.2461+0.3*0.6*0.2312+0.5*0.3*0.2577)=0.104881$

(3) 终止

$P(O|\lambda )=\sum\limits_{i=1}^3\pi_ib_i(o_1)\beta_1(i)=0.2*0.5*112462+0.4*0.4*0.121737+0.4*0.7*0.104881=0.0600908$

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