public override void DoWork() //based on https://en.wikipedia.org/wiki/Viterbi_algorithm#Pseudocode
{
base.DoWork();
delta = new Dictionary <TState, StateWithProbability[]>();
Output = new TState[T];
foreach (var iState in StateSpace)
{
delta[iState] = new StateWithProbability[T];
delta[iState][0] = new StateWithProbability(iState, Math.Log(InitialProbabilitiesOfStates[iState]));
}
for (var t = 1; t < T; t++)
{
foreach (var iState in StateSpace)
{
delta[iState][t] = max(t, iState);
}
}
Output[T - 1] = delta.Aggregate((a, b) => a.Value[T - 1].Probability > b.Value[T - 1].Probability ? a : b).Key;
for (var i = T - 1; i > 0; i--)
{
Output[i - 1] = delta[Output[i]][i].State;
}
}
private StateWithProbability max(int t, TState iState)
{
var max = new StateWithProbability(default(TState), double.MinValue);
foreach (var jState in StateSpace)
{
var value = delta[jState][t - 1].Probability + Math.Log(TransitionMatrix[jState, iState]) +
Math.Log(EmissionMatrix[iState, SequenceOfObservations[t]]);
if (value <= max.Probability)
{
continue;
}
max = new StateWithProbability(jState, value);
}
return(max);
}
