李航统计学习方法 维特比算法实现例10.3

import numpy as np

# 状态转移矩阵
A = np.array([[0.5,0.2,0.3],[0.3,0.5,0.2],[0.2,0.3,0.5]])
# 观测矩阵
B = np.array([[0.5,0.5],[0.4,0.6],[0.7,0.3]])
# 初始矩阵
pi = np.array([0.2,0.4,0.4])
# 序列
O = np.array([0,1,0])

m=np.shape(A)[0]
T=len(O)

# 初始化
ksi=np.zeros((T,m))
fi=np.zeros((T,m))
for i in range(m):
    ksi[0][i]=pi[i]*B[i][O[0]]
    fi[0][i]=0

# 递推
for t in range(1,T):
    for i in range(m):
        k=np.zeros((1,m))
        for j in range(m):
            k[0][j]=ksi[t-1][j]*A[j][i]
        ksi[t][i]=B[i][O[t]] * np.max(k,axis=1)
        fi[t][i]=np.argmax(k,axis=1)+1
# print(ksi)
# print(fi)

# 终止节点
best_P=np.max(ksi[-1][:])
best_i=np.argmax(ksi[-1][:])+1
# print(best_P)
# print(best_i)

# 最优路径回溯
best_O=np.ones((1,T))*3
for i in range(T-1,0,-1):
    best_fi=np.argmax(ksi[i][:])
    best_O[0][i]=fi[i][best_fi]

print(best_O)

维特比算法的具体原理在李航统计学习方法这本书中有详细的介绍，具体实践采用python语言实现