Viterbi Algorithm

Finding probable states
Definition
Example
Summary

Section 1 - Page 8
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Therefore the most probable path to X will be one of

(sequence of states), . . ., A, X
(sequence of states), . . ., B, X
or (sequence of states), . . ., C, X

We want to find the path ending AX, BX or CX which has the maximum probability.

Recall that the Markov assumption says that the probability of a state occurring given a previous state sequence depends only on the previous n states. In particular, with a first order Markov assumption, the probability of X occurring after a sequence depends only on the previous state, i.e.

Pr (most probable path to A) . Pr (X | A) . Pr (observation | X)