Hidden Markov Model (10 points). For a HMM, the hidden states are {bull, bear}, the observation variables are {rise, fall}, the initial state probability distribution ais [0.5 0.5]", the transition probability distribution A is [0.4 0.7; 0.6 0.3], and the observation probability distribution B is [0.8 0.1;0.2 0.9]. If the observation sequence is {fall fall rise}, please show the computation procedure for estimating the most likely state sequence