Forward–backward algorithm: Difference between revisions

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This value is the forward unnormalized [[probability vector]]. The i'th entry of this vector provides:
 
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Notice that we are now using a [[Row and column vectors|column vector]] while the forward probabilities used row vectors. We can then work backwards using:
 
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Notice that the [[transformation matrix]] is also transposed, but in our example the transpose is equal to the original matrix. Performing these calculations and normalizing the results provides:
 
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