一份完全按照李航<>介绍的HMM代码,供大家参考,具体内容如下
#coding=utf8
'''''
Created on 2017-8-5
里面的代码许多地方可以精简,但为了百分百还原公式,就没有精简了。
@author: adzhua
'''
import numpy as np
class HMM(object):
def __init__(self, A, B, pi):
'''''
A: 状态转移概率矩阵
B: 输出观察概率矩阵
pi: 初始化状态向量
'''
self.A = np.array(A)
self.B = np.array(B)
self.pi = np.array(pi)
self.N = self.A.shape[0] # 总共状态个数
self.M = self.B.shape[1] # 总共观察值个数
# 输出HMM的参数信息
def printHMM(self):
print ("==================================================")
print ("HMM content: N =",self.N,",M =",self.M)
for i in range(self.N):
if i==0:
print ("hmm.A ",self.A[i,:]," hmm.B ",self.B[i,:])
else:
print (" ",self.A[i,:]," ",self.B[i,:])
print ("hmm.pi",self.pi)
print ("==================================================")
# 前向算法
def forwar(self, T, O, alpha, prob):
'''''
T: 观察序列的长度
O: 观察序列
alpha: 运算中用到的临时数组
prob: 返回值所要求的概率
'''
# 初始化
for i in range(self.N):