Viterbi Algorithm
Section 1 - Page 16
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3. Section Summary
The Viterbi algorithm provides a computationally efficient way
of analysing observations of HMMs to recapture the most likely
underlying state sequence. It exploits recursion to reduce
comuputational load, and uses the context of the entire sequence
to make judgements, thereby allowing good analysis of
noise.
In use, the algorithm proceeds through an execution trellis
calculating a partial probability for each cell, together with a
back-pointer indicating how that cell could most probably be
reached. On completion, the most likely final state is taken as
correct, and the path to it traced back to t=1 via the back
pointers.
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