Forward–backward algorithm: Difference between revisions

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Update notation to be consistent - always t=1, ..., T and never k=1, ..., t
Sigfpe (talk | contribs)
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We also assume each state generates 2one of two possible events: event 1 = umbrella, event 2 = no umbrella. The conditional probabilities for these occurring in each state are given by the probability matrix:
 
:<math>\mathbf{B} = \begin{pmatrix}