We are given an MDP with 3 states: Red, Green, Blue (RGB).
Emission probabilities:
R --> 1 (p=1/3), 2 (p=1/3), 3 (p=1/3)
G --> 1 (p=1/3), 2 (p=1/3), 3 (p=1/3)
B --> 1 (p=1/3), 2 (p=1/3), 3 (p=1/3)
Transition Matrix
R --> R (p=1/3), G (p=1/3), B (p=1/3)
G --> R (p=1/3), G (p=1/3), B (p=1/3)
B --> R (p=1/3), G (p=1/3), B (p=1/3)
These are the observations: 1, 2, 3, 1, 1, 2, 1, 2, 3, 1, 1, 2, 2
What is the most likely explanation for this observation sequence?
Initial state is not known and is equally likely from all states.