HMM example of Viterbi and Forward Backward

by allenlu2007

 

 

HMM topology

 

Viterbi is to compute max of joint PDF: Max-product belief propagation

x^map = arg max p(X)

Forward backward is to compute marginal PDF:  sum product belief propagation

 

Kalman filter is different from Viterbi

Kalman filter is foward backward

 

Max-product algorithm

Max-sum algorithm

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