The Viterbi algorithm is a dynamic programming algorithm used for finding the most likely sequence of hidden states, known as the Viterbi path, in a Hidden Markov Model (HMM). It operates by recursively calculating the probabilities of the most likely states at each time step, given the observed data. The algorithm maintains a matrix where each entry represents the highest probability of reaching a certain state at a specific time, along with backpointer information to reconstruct the optimal path.
The process can be broken down into three main steps:
Mathematically, the probability of the Viterbi path can be expressed as follows:
where is the maximum probability of reaching state at time , is the transition probability from state to state $ j
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