We are given an MDP with 3 states: Red, Green, Blue (RGB).
Emission probabilities:
R --> 1 (p=1/2), 2 (p=1/4), 3 (p=1/4)
G --> 1 (p=1/4), 2 (p=1/2), 3 (p=1/4)
B --> 1 (p=1/6), 2 (p=1/6), 3 (p=1/6), 4 (p=1/2)
Transition Matrix
R --> R (p=1/3), G (p=1/3), B (p=1/3)
G --> G (p=1/2), B (p=1/2)
B --> B (p=1)
These are the observations: 1, 2, 3, 1, 1, 2, 1, 2, 3, 1, 1
What is the most likely explanation for this observation sequence?
Initial state is R.