
Forward Algorithm
Section 1  Page 1
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Finding the probability of an observed sequence
1. Exhaustive search for solution
We want to find the probability of an observed sequence given an
HMM  that is, the parameters (,A,B) are known. Consider the weather
example; we have a HMM describing the weather and its relation
to the state of the seaweed, and we also have a sequence of
seaweed observations. Suppose the observations for 3 consecutive
days are (dry,damp,soggy)  on each of these days, the weather
may have been sunny, cloudy or rainy. We can picture the
observations and the possible hidden states as a trellis.

