Viterbi Algorithm

Finding probable states
Definition
Example
Summary
Section 1 - Page 9
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Following this, the most probable path ending AX will be the most probable path to A followed by X. Similarly, the probability of this path will be
Pr (most probable path to A) . Pr (X | A) . Pr (observation | X)
So, the probability of the most probable path to X is :
[Formula]
where the first term is given by d at t-1, the second by the transition probabilities and the third by the observation probabilities.