Exercise #8 - HMM

1.
Yor are given the following data:
S1 S2
Transition matrix, A: S1  0.6 0.4 
 
S 2  0.3 0.7 
R W B
Emission matrix, B: S1  0.3 0.4 0.3 
 
S 2  0.4 0.3 0.3 
S1 S 2
Initial state probabilities:
   0.8 0.2 

You observe the following sequence: R W B B.

Apply the Viterbi algorithm, the forward-backward algorithm, and calculate the
probability of each state, given the observations.

2.
In a small remote airport, Bob and William are unloading baggage from the trailer to
the conveyor belt. With probability 0.4, Bob is the one to open the floor. William
opens the floor with probability 0.6.
Bob and William handle bags, suitcases and backpacks alternately. The change hand
according to the following transition matrix:
B W
B  0.3 0.7 
 
W  0.8 0.2 

Bob and William handle the different baggage according to the following distribution:
Bags Suitcases Backpac
B  0.3 0.4 0.3 
 
W  0.6 0.3 0.1 

One day a diamond necklace was missing from the suitcase of a celebrity who landed.
The cameras in the place only show the baggage on the conveyor belt, at the baggage
claim area, but not who handled the baggage.
On the day the manager could only see the following:

Impaired by the lack of conclusive evidence, George the manager turns to science
to explore the possibility of finding a statistical cue that could point the needle to
the prime suspect.
How would you use HMM to find who is more likely to have handled the
tampered suitcase.