Viterbi learning algorithm

The Viterbi learning algorithm (not to be confused with the Viterbi algorithm for state estimation) takes a set of training observations Or, with 1≤r≤R, and estimates the parameters of a single HMM by iteratively computing Viterbi alignments. When used to initialize a new HMM, the Viterbi segmentation is replaced by a uniform segmentation (that is, each training observation is divided into N equal segments) for the first iteration.

Other than the first iteration on a new model, each training sequence O is segmented using a state alignment procedure which results from maximizing:

for 1<i<N where:

And the initial ...

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