📄 forward.cpp
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//forward.cpp
// Purpose: Foward algorithm for computing the probabilty
// of observing a sequence given a HMM model parameter.
#include <stdio.h>
#include "hmm.h"
static char rcsid[] = "Hidden Markov Model";
void Forward(HMM *phmm, int T, int *O, double **alpha, double *pprob)
{
int i, j; /* state indices */
int t; /* time index */
double sum; /* partial sum */
/* 1. Initialization */
for (i = 0; i < phmm->N; i++)
alpha[0][i] = phmm->pi[i]* phmm->B[i][O[0]-1];
/* 2. Induction */
for (t = 0; t < T-1; t++) {
for (j = 0; j < phmm->N; j++) {
sum = 0.0;
for (i = 0; i < phmm->N; i++)
sum += alpha[t][i]* (phmm->A[i][j]);
alpha[t+1][j] = sum*(phmm->B[j][O[t+1]-1]);
}
}
/* 3. Termination */
*pprob = 0.0;
for (i = 0; i < phmm->N; i++)
*pprob += alpha[T-1][i];
}
void ForwardWithScale(HMM *phmm, int T, int *O, double **alpha,
double *scale, double *pprob)
/* pprob is the LOG probability */
{
int i, j; /* state indices */
int t; /* time index */
double sum; /* partial sum */
/* 1. Initialization */
scale[0] = 0.0;
for (i = 0; i < phmm->N; i++) {
alpha[0][i] = phmm->pi[i]* (phmm->B[i][O[0]-1]);
scale[0] += alpha[0][i];
}
for (i = 0; i < phmm->N; i++)
alpha[0][i] /= scale[0];
/* 2. Induction */
for (t = 0; t < T - 1; t++) {
scale[t+1] = 0.0;
for (j = 0; j < phmm->N; j++) {
sum = 0.0;
for (i = 0; i < phmm->N; i++)
sum += alpha[t][i]* (phmm->A[i][j]);
alpha[t+1][j] = sum*(phmm->B[j][O[t+1]-1]);
scale[t+1] += alpha[t+1][j];
}
for (j = 0; j < phmm->N; j++)
alpha[t+1][j] /= scale[t+1];
}
/* 3. Termination */
*pprob = 0.0;
for (t = 0; t < T; t++)
*pprob += log(scale[t]);
}
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