隐马尔科夫链

import numpy as np
R0=0.6
S0=0.4
R1=R0*0.1
S1=S0*0.6
l=np.array([[0.4,0.3], 
            [0.5,0.1]]) 
tran=np.array([[0.7,0.4], #R-R R-S
              [0.3,0.6]]) #S-R S-S


p1=R1*l[0,0]*tran[0,0] #R-R
p2=S1*l[0,0]*tran[0,1] #S-R

p3=R1*l[0,1]*tran[1,0] #R-S
p4=S1*l[0,1]*tran[1,1] #S-S

pp1=max(p1,p2)
pp2=max(p3,p4)
if p1>p2 and p3>p4:
    print("rainy")
else:
    print("sunny")
print(pp1,pp2)

sunny
0.038400000000000004 0.043199999999999995

t1=pp1*l[1,0]*tran[0,0] 
t2=pp1*l[1,1]*tran[1,0]
t3=pp2*l[1,0]*tran[0,1]
t4=pp2*l[1,1]*tran[1,1]
max1=max(t1,t2,t3,t4)
if t1>t2 and t3>t4:
    print("rainy")
else:
    print("sunny")
if t1>t3 or t1>t4 or t2>t3 or t2>t3:
    print("rainy")
else:
    print("sunny")
print(max1)

rainy
rainy
0.01344