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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.
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