Hidden Markov Model (HMM)

This repository performs three following operations on a Hidden Markov Model (HMM):

1. Squence Gneration Agorithm: The algorithm takes an input initial probabilities, transition matrix and observation matrix. It then generates 10 random sequences of observations based on the model.

2. Viterbi Algorithm: Given initial probabilities, transition matrix and observation matrix of HMM and some observations, the algorithm decodes the hidden states for each observation.

3. Forward Algorithm: Given initial probabilities, transition matrix and observation matrix of HMM and some sequences, the algorithm classifies each sequences based upon a probability estimation.