function?[Lp?q_dec]=hmm_vitdecg（a?pi?mu?var?o）
%--------------------------------------------------------------------------
%Viterbi?decoder?（with?gaussian?observations）
%???[Lpq]?=?hmm_vitdecd（apipoo）
%
%???inputs:
%???????a（ij）??transition?probability?matrix?a（ij）?:=p（q_t=j|q_t-1=i）
%???????pi（i）???initial?probability???????????pi（i）??:=p（q_1=i????????）
%???????mu（i）???mean?of?gaussian?probability?at?state?i
%???????var（i）??variance?of?gaussian?probability?at?state?i
%???????o???????observation?sequence
%
%???outputs:
%???????Lp??????log?probability?of?optimal?path
%???????q_dec???optimal?state?sequence
%--------------------------------------------------------------------------
%???See?also?HMM_DECD

%???$Revision:?1.0?$??$Date:?2008/10/04?00:00:00?$

%%?check?inputs

%?number?of?states
N=size（a1）;
if?N~=size（a2）
????fprintf（1‘error?state?transition?probability?matrix?should?be?square\n‘）;
????return;
end

%?length?of?observation
T=length（o）;

%%?viterbi?algorithm?for?state?estimation

Ld=zeros（NT）;
f=zeros（NT）;

coff=-log（3.141592653589793）/2;?%?const

%?init
Lb=?coff-log（var）-0.5*（o（1）-mu）.^2./var;
Ld（:1）=log（pi）+Lb;
f（:1）=0;

%?interation
for?t=2:T
????for?j=1:N
????????dd=Ld（:t-1）+log（a（:j））;???%?log?probability?of?path?from?state?1~N?to?state?j
????????[mx?idx]=max（dd）;???????????%?find?optimal?path?to?state?j
????????f（jt）=idx;?????????????????%?record?the?optimal?path?to?j?@?time?t
????????
????????o_t=o（t）;
????????mu_j=mu（j）;
????????var_j=var（j）;
????????Lb_j=coff-log（var_j）-0.5*（o_t-mu_j）^2/var_j;?%?log?probability?of?output?o_t?given?current?state?j
????????Ld（jt）=mx?+?Lb_j;??????????%?log?probability?of?optimal?path?to?j?with?output?o_t
????end
end

[mx?idx]=max（Ld（:T））;
Lp=mx;??????%?log?probability?of?optimal?path
q_last=idx;?%?optimal?last?state

%%?arrange?result
q_dec=zeros（1T）;
for?t=T:-1:1
????q_dec（t）=q_last;
????q_last=f（q_lastt）;
end

return;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1999??2009-03-11?17:23??hmm3\.m

?????文件?????316767??2009-03-11?17:27??hmm3\EM算法與HMM參數估計20081003.pdf

?????文件???????1329??2009-03-11?17:22??hmm3\hmm_backward.m

?????文件???????2216??2011-11-30?12:24??hmm3\hmm_bw.m

?????文件???????1331??2011-11-14?17:58??hmm3\hmm_forward.m

?????文件???????2177??2011-11-14?10:36??hmm3\hmm_vitdecd.asv

?????文件???????2179??2011-11-14?17:07??hmm3\hmm_vitdecd.m

?????文件???????1999??2009-03-11?17:23??hmm3\hmm_vitdecg.m

?????文件????????711??2009-03-11?17:24??hmm3\log_add.m

?????文件????????558??2009-03-11?17:24??hmm3\log_sum.m

?????文件????????253??2009-03-11?17:24??hmm3\randdist.m

?????文件???????1693??2011-11-14?17:56??hmm3\test_hmm_bw.m

?????文件???????1423??2011-11-14?11:05??hmm3\Test_hmm_forward_backword.m

?????文件????????413??2009-03-11?17:25??hmm3\test_hmm_vitdecd.m

?????文件???????1040??2009-03-11?17:26??hmm3\test_hmm_vitdecd_long.m

?????文件???????1384??2009-03-11?17:25??hmm3\test_hmm_vitdecg_long.m

?????目錄??????????0??2011-11-14?10:36??hmm3

-----------?---------??----------?-----??----

???????????????337472????????????????????17