Viterbi Algorithm

Finding probable states
Definition
Example
Summary
Section 2 - Page 1
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Viterbi algorithm definition

1. Formal definition of algorithm

The algorithm may be summarised formally as:

For each i,, i = 1, ... , n, let :

[Formula]

- this intialises the probability calculations by taking the product of the intitial hidden state probabilities with the associated observation probabilities.