Forward–backward algorithm: Difference between revisions

Revision as of 13:39, 16 June 2023

Revision as of 10:54, 18 June 2023

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In a typical Markov model, we would multiply a state vector by this matrix to obtain the probabilities for the subsequent state. In a hidden Markov model the state is unknown, and we instead observe events associated with the possible states. An event matrix of the form:

:<math>\mathbf{B} = \begin{pmatrix}