Forward–backward algorithm: Difference between revisions

Revision as of 18:17, 14 July 2008

Revision as of 01:57, 11 October 2008

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# computing smoothed values

The forward and backward steps are often called "forward message pass" and "backward message pass". The wording originates from the way the algorithm processes the given observation sequence. First the algorithm moves forward starting with the first observation in the sequence and going to the last, and then returning back to the first. At each single observation in the sequence probabilities to be used for calculations at the next observation are computed. During the backward pass the algorithm simultaneously performesperforms the smoothing step. This step allows the algorithm to take into account any past observations of output for computing more accurate results.

== Formal description==