Consider the HMM where the underlying Markov chain is given by the state transition diagram below. The
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Consider the HMM where the underlying Markov chain is given by the state transition diagram below. The observations are such that the true state is observed50%of the time and each other state is observed25%of the time. If the state is initiallya, your starting belief is that you are in stateawith probability 1 , and your next two observations arebandc, what is your belief distribution about what state you are now in?
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