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Hidden Semi-Markov Models by Shun-Zheng Yu

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image (2.17)

After that, let t=tdˆtimage and use Eqn (2.17) again, …, until t0image. Finally, a state sequence is obtained. However, it cannot be proved that this state sequence is the best.

2.3 Matrix Expression of the Forward–Backward Algorithm

One usually uses matrix-vector calculations to implement the forward–backward algorithms. To benefit from the matrix computation capability, it is better to express the forward–backward algorithms using matrices. To ...

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