Viterbi Algorithm

Finding probable states
Definition
Example
Summary
Section 2 - Page 2
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For t = 2, ..., T, and i = 1, ... , n let :

[Formula]

- thus determining the most probable route to the next state, and remembering how to get there. This is done by considering all products of transition probabilities with the maximal probabilities already derived for the preceding step. The largest such is remembered, together with what provoked it.