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Consider an HMM with an explicit final state w 0 , and a unique visible symbol v 0 for w 0 . The transition probabilities

Consider an HMM with an explicit final state w0, and a unique visible symbol v0 for w0. The transition probabilities are provided below along with emission probabilities. Assume that the index begins at 0 for the matrices.

aij =

1 0 0 0
0.2 0.3 0.1 0.4
0.2 0.5 0.2 0.1
0.8 0.1 0.0 0.1

bjk =

1 0 0 0 0
0 0.3 0.4 0.1 0.2
0 0.1 0.1 0.7 0.1
0 0.5 0.2 0.1 0.2

a. What is the most likely state sequence that generated v4 = {v1, v3, v2, v0}? Use HMM forward algorithm.

b. Given v4, what is the most likely sequence of hidden states?

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