Hidden Markov Models and a ‘Reactive’ Viterbi Algorithm Implementation

Brian Beckman over at c9 has implemented a reactive version of the classic Viterbi algorithm using System.IObserver. It seems that Viterbi is natrually suited to this type of an implementation because it deals with events (observations) over time so this is a very cool innovation.

I took Brian’s implementation and ported it to F# and parallelized the main computational part along the way. The parallelized part relies on the Task Parallel Library (TPL) under the covers and uses the F# PowerPack TPL wrapper.

See http://fsviterbi.codeplex.com/