Viterbi Algorithm

Finding probable states
Definition
Example
Summary

Section 1 - Page 14
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  1. The Viterbi algorithm has the very useful property of providing the best interpretation given the entire context of the observations. An alternative to it might be, for example, to decide on the execution sequence

    [Formula]

    where

    [Formula]

    Here, decisions are taken about a likely interpretation in a `left-to-right' manner, with an interpretaion being guessed given an interpretation of the preceding stage (with initialisation from the p vector).