image (2.17)

After that, let t=tdˆtimage and use Eqn (2.17) again, …, until t0image. Finally, a state sequence is obtained. However, it cannot be proved that this state sequence is the best.

2.3 Matrix Expression of the Forward–Backward Algorithm

One usually uses matrix-vector calculations to implement the forward–backward algorithms. To benefit from the matrix computation capability, it is better to express the forward–backward algorithms using matrices. To ...

Get Hidden Semi-Markov Models now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.