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