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Viterbi path and Viterbi algorithm have become standard terms for the application of dynamic programming algorithms to maximization problems involving probabilities. [3] For example, in statistical parsing a dynamic programming algorithm can be used to discover the single most likely context-free derivation (parse) of a string, which is ...
A Viterbi decoder uses the Viterbi algorithm for decoding a bitstream that has been encoded using a convolutional code or trellis code. There are other algorithms for decoding a convolutionally encoded stream (for example, the Fano algorithm). The Viterbi algorithm is the most resource-consuming, but it does the maximum likelihood decoding. It ...
The algorithm uses a modified Viterbi algorithm as an internal step. The scaled probability measure was first proposed by John S. Bridle. An early algorithm to solve this problem, sliding window, was proposed by Jay G. Wilpon et al., 1989, with constant cost T = mn 2 /2.
Another related approach are hidden Markov models (HMM) and it has been shown that the Viterbi algorithm used to search for the most likely path through the HMM is equivalent to stochastic DTW. [24] [25] [26] DTW and related warping methods are typically used as pre- or post-processing steps in data analyses.
Overlapping sub-problems means that the space of sub-problems must be small, that is, any recursive algorithm solving the problem should solve the same sub-problems over and over, rather than generating new sub-problems. For example, consider the recursive formulation for generating the Fibonacci sequence: F i = F i−1 + F i−2, with base ...
The forward algorithm, in the context of a hidden Markov model (HMM), is used to calculate a 'belief state': the probability of a state at a certain time, given the history of evidence. The process is also known as filtering. The forward algorithm is closely related to, but distinct from, the Viterbi algorithm.
For example, given a sequence of observations, the Viterbi algorithm will compute the most-likely corresponding sequence of states, the forward algorithm will compute the probability of the sequence of observations, and the Baum–Welch algorithm will estimate the starting probabilities, the transition function, and the observation function of ...
Furthermore, a variant of the Baum–Welch algorithm, which is used for training HMMs, can be used to estimate parameters when training data has incomplete or missing labels. [2] The optimal state sequence , …, can be found using a very similar Viterbi algorithm to the one used for HMMs. The dynamic program uses the forward probability: