What is Viterbi algorithm in HMM?

What is Viterbi algorithm in HMM?

The Viterbi algorithm is a dynamic programming algorithm for obtaining the maximum a posteriori probability estimate of the most likely sequence of hidden states—called the Viterbi path—that results in a sequence of observed events, especially in the context of Markov information sources and hidden Markov models (HMM).

What is the output of Viterbi algorithm?

Viterbi (2009), Scholarpedia, 4(1):6246. The Viterbi Algorithm produces the maximum likelihood estimates of the successive states of a finite-state machine (FSM) from the sequence of its outputs which have been corrupted by successively independent interference terms.

Why does Viterbi algorithm work?

The Viterbi algorithm provides an efficient way of finding the most likely state sequence in the maximum a posteriori probability sense of a process assumed to be a finite-state discrete-time Markov process. Such processes can be subsumed under the general statistical framework of compound decision theory.

Is Viterbi algorithm optimal?

We show that the Viterbi algorithm runtime is optimal up to subpolynomial factors even when the number of distinct observations is small.

Why is Viterbi algorithm important?

What is hidden state in hmm?

Hidden Markov Model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it — with unobservable (“hidden”) states. As part of the definition, HMM requires that there be an observable process whose outcomes are “influenced” by the outcomes of in a known way.

Is Viterbi algorithm recursive?

Abstrucf-The Viterbi algorithm (VA) is a recursive optimal solu- tion to the problem of estimating the state sequence of a discrete- time finite-state Markov process observed in memoryless noise.

Is Viterbi algorithm greedy?

The Viterbi algorithm is not a greedy algorithm. It performs a global optimisation and guarantees to find the most likely state sequence, by exploring all possible state sequences. An example of a greedy algorithm is the one for training a CART.