Wolfram Language & System 10.3 (2015)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)


finds the most likely hidden states of the HiddenMarkovProcess hmm corresponding to the emissions data.

uses the given criterion crit to find the hidden states.


  • FindHiddenMarkovStates is also known as hidden state decoding and Viterbi decoding.
  • The emissions data can be either a list or a TemporalData object.
  • FindHiddenMarkovStates returns the hidden state path in the same form as the emissions data. If there are multiple paths in data, there will be multiple state paths returned.
  • Possible values for criterion crit include:
  • "ViterbiDecoding"maximize likelihood for hidden state sequence (default)
    "PosteriorDecoding"maximize likelihood for hidden state at each time
  • Given an emission sequence , maximizes the probability of a state sequence as a whole TemplateBox[{Probability, paclet:ref/Probability}, RefLink, BaseStyle -> InlineFormula][x(0)=i_0∧...∧x(n)=i_(n){y(0)=y_0,...,y(n)=y_(n)},...], whereas maximizes the probability of a state value at each time TemplateBox[{Probability, paclet:ref/Probability}, RefLink, BaseStyle -> InlineFormula][x(t)=i{y(0)=y_0,...,y(n)=y_(n)},...].
Introduced in 2014