Viterbi Algorithm

Finding probable states
Definition
Example
Summary

Section 2 - Page 3
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Let :

[Formula]

- thus determining which state at system completion (t=T) is the most probable.

For t = T - 1, ..., 1

Let :

[Formula]

- 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.