Forward–backward algorithm: Difference between revisions

Revision as of 21:06, 27 September 2016

Revision as of 15:23, 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{\pi}</math>, (which iscan oftenbe theoptimized steady-stateas distribution,a ifparameter onethrough repetitions of the forward-back existsprocedure), we begin with:

:<math>