Mastering Machine Learning Algorithms

Viterbi algorithm

The Viterbi algorithm is one of most common decoding algorithms for HMM. Its goal is to find the most likely hidden state sequence corresponding to a series of observations. The structure is very similar to the forward algorithm, but instead of computing the probability of a sequence of observations joined with the state at the last time instant, this algorithm looks for:

The variable v_tⁱ represents that maximum probability of the given observation sequence joint with x_t = i, considering all possible hidden state paths (from time instant 1 to t-1). We can compute v_tⁱ recursively by evaluating all the v_t-1^j multiplied by the ...