SteffenZeidler

@windev:I want a configurable criteria name of the stack in an extra column, so I can group the stacks like
Stack group name, Filter
File, kernel32.dll!*File
Heap, ntdll.dll!*Heap
TCP/IP, ws2_32.dll!*
Xml Serialization, System.Xml.dll!System.Xml.Serialization.*
GC, clr.dll!WKS::gc_heap::*
JIT, clrjit.dll!*

Is it possible to group the stack column in the WPA using multiple filter expressions? For example to the stack groups file IO, network, JIT, GC or XML processing.

@windev: Thanks. By "app history" I mean the sum of resource usage of a process since a certain date.
http://blogs.msdn.com/b/tparks/archive/2012/07/05/tripp-s-tiny-tips-4.aspx

I like the Sysinternals tools, my favorit is the Process Explorer
Here are some questions about the tools.
Why has the System Idle Process a Working Set and is counted in the sum of processes? Is there a real process behind?
Is it possible to extend Process Explorer to show the app (process) history like the task manager in Windows 8? Is the history API public?
Is it possible to extend the Process Dump tool to flush a ETW log in the case of a dump?

Hi Brian -- For a simple generic numerical solution could be used an additional function parameter mul.

static IObservable<IDictionary<S, Tuple<P, S>>> ViterbiRx<O, S, P>
(IObservable<Tuple<O, IEnumerable<S>>> obsStates, Func<S, P> startingProb, Func<S, S, P> transitionProb, Func<S, O, P> emissionProb, Func<P, P, P> mul)
{
    return obsStates.Scan((IDictionary<S, Tuple<P, S>>)null, (v, o) => o.Item2.ToDictionary(target => target, target =>
        v == null ? Tuple.Create(mul(startingProb(target), emissionProb(target, o.Item1)), target)
        : v.Select(source => Tuple.Create(mul(mul(source.Value.Item1, transitionProb(source.Key, target)), emissionProb(target, o.Item1)), source.Key)).Max()));
}

Test:

var obsResults = ViterbiRx<string,string,double>(mul: (x1, x2) => x1 * x2, ...);
var res = obsResults.ToListObservable();
Debug.Assert(Math.Round(res.Value[Rainy].Item1, 6) == 0.013440);
Debug.Assert(Math.Round(res.Value[Sunny].Item1, 6) == 0.002592);
Debug.Assert(res.Value.OrderBy(x => x.Value).Last().Key == Rainy);
Debug.Assert(res[2][Rainy].Item2 == Rainy);
Debug.Assert(res[1][Rainy].Item2 == Sunny);

Even with C# and LINQ a compact functional implementation is possible:

//using alias directive for P: using P = Double;
static IObservable<IDictionary<S, Tuple<P, S>>> ViterbiRx<O, S>
(IObservable<Tuple<O, IEnumerable<S>>> obsStates, Func<S, P> startingProb, Func<S, S, P> transitionProb, Func<S, O, P> emissionProb)
{
    return obsStates.Scan((IDictionary<S, Tuple<P, S>>)null, (v, o) => o.Item2.ToDictionary(target => target, target =>
        v == null ? Tuple.Create(startingProb(target) * emissionProb(target, o.Item1), target)
        : v.Select(source => Tuple.Create(source.Value.Item1 * transitionProb(source.Key, target) * emissionProb(target, o.Item1), source.Key)).Max()));
}