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(2.17)

After that, let $t=t-{\stackrel{ˆ}{d}}_{t}$ and use Eqn (2.17) again, …, until $t\le 0$. 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 ...

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