Forward–backward algorithm: Difference between revisions

Revision as of 15:23, 28 September 2016

Revision as of 15:24, 28 September 2016

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</math>

We can now make this general procedure specific to our series of observations. Assuming an initial state vector <math>\mathbf{\pipi_0}</math>, (which can be optimized as a parameter through repetitions of the forward-back procedure), we begin with:

:<math>

\mathbf{f_{0:0}} = \mathbf{\pipi_0} \mathbf{T} \mathbf{O_{o(0)}}

</math>