What is Baum Welch algorithm used for?

What is Baum Welch algorithm used for?

In electrical engineering, statistical computing and bioinformatics, the Baum–Welch algorithm is a special case of the EM algorithm used to find the unknown parameters of a hidden Markov model (HMM). It makes use of the forward-backward algorithm to compute the statistics for the expectation step.

What is Viterbi training?

An alternative approach to parameter learning is Viterbi Training (VT), also known in the literature as segmental K-means, Baum–Viterbi algorithm, classification EM, hard EM, etc. Instead of maxi- mizing the likelihood of the observed data, VT seeks to maximize the probability of the most likely hidden state sequence.

How does Viterbi algorithm work?

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 Markov theory?

In probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property).

What is Viterbi receiver?

A Viterbi decoder uses the Viterbi algorithm for decoding a bitstream that has been encoded using a convolutional code or trellis code. It is most often used for decoding convolutional codes with constraint lengths k≤3, but values up to k=15 are used in practice.

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.

What is hidden Markov model in bioinformatics?

A hidden Markov model (HMM) is a statistical model that can be used to describe the evolution of observable events that depend on internal factors, which are not directly observable. The hidden states form a Markov chain, and the probability distribution of the observed symbol depends on the underlying state.

How does Hidden Markov work?

The Hidden Markov Model (HMM) is a relatively simple way to model sequential data. A hidden Markov model implies that the Markov Model underlying the data is hidden or unknown to you. More specifically, you only know observational data and not information about the states.

How do you do Viterbi decoding?

The Viterbi decoder examines an entire received sequence of a given length. The decoder computes a metric for each path and makes a decision based on this metric. All paths are followed until two paths converge on one node. Then the path with the higher metric is kept and the one with lower metric is discarded.