Viterbi Algorithm

In particular, each state at time t = T will have a partial probability and a partial best path. We find the overall best path by choosing the state with the maximum partial probability and choosing its partial best path.

2b. Calculating 's at time t = 1

We calculate the partial probabilities as the most probable route to our current position (given particular knowledge such as observation and probabilities of the previous state). When t = 1 the most probable path to a state does not sensibly exist; however we use the probability of being in that state given t = 1 and the observable state k1 ; i.e.

- as in the forward algorithm, this quantity is compounded by the appropriate observation probability.