Viterbi Algorithm
Section 2 - Page 3
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Let :
- thus determining which state at system completion (t=T) is the
most probable.
For t = T - 1, ..., 1
Let :
- thus backtracking through the trellis, following the most
probable route. On completion, the sequence i1 ...
iT will hold
the most probable sequence of hidden states for the observation
sequence in hand.
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