Forward–backward algorithm: Difference between revisions

Revision as of 10:54, 18 June 2023

Revision as of 08:45, 19 June 2023

Line 60:

</math>

We can now make this general procedure specific to our series of observations. Assuming an initial state vector <math>\mathbf{\pi}_0</math>, (which can be optimized as a parameter through repetitions of the forward-backbackward procedure), we begin with <math>\mathbf{f_{0:0}} = \mathbf{\pi}_0</math>, then updating the state distribution and weighting by the likelihood of the first observation:

:<math>