Forward–backward algorithm: Difference between revisions

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<math>\mathbf{b_{k+1:t}} = \alpha(\mathbf{T}\mathbf{O_{k+1}}\mathbf{b_{k+2t}})\times\mathbf{f_{1:t}}</math>
 
Note that we use the non-transposed matrix of <math>\mathbf{T}</math> and that the order of the terms has changed. Also note that the final product is not a usual matrix multiplication, but a point product. This operation multiplies each value in one matrix with the corresponding value of the other. Finally note that the description in [[#RusselNorvig03|Russel & Norvig 2003: pp. 550]] excludes the point product, thought the procedure is required earlier.
The third and final step is the computation of smoothed probabilities <math>\mathbf{svt}</math>. These are the point product of the backward and forward probabilities for each t. Therefore the formular is defined as: