Viterbi Algorithm

Finding probable states
Definition
Example
Summary

Section 1 - Page 13
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

Notice that this expression is calculated from the d's of the preceding time step and the transition probabilites, and does not include the obervation probability (unlike the calculation of the d's themselves). This is because we want these f's to answer the question `If I am here, by what route is it most likely I arrived?' - this question relates to the hidden states, and therefore confusing factors due to the observations can be overlooked.
2e. Advantages of the approach
Using the Viterbi algorithm to decode an observation sequence carries two important advantages:

  1. There is a reduction in computational complexity by using the recursion - this argument is exactly analogous to that used in justifying the forward algorithm.