Intro to the Viterbi Algorithm

In the last post on Hidden Markov models (HMM), we never solved the problem of finding the most probable sequence of coins used. If you didn't read the post on HMMs, I would highly encourage you to do so. For those of you who did not, I'll outline the problem. Let's say some guru came up to you and told you to pick a coin from a bag (there are only two coins in the bag) and flip the coin. You'll either observe a head or a tail.