I'm trying to find the most probable path (i.e. sequence of states) on an HMM using the Viterbi algorithm. However, I don't know the transition and emission matrices, which I need to estimate from the observations (data).
To estimate these matrices, which algorithm should I use: the Baum-Welch algorithm or the Viterbi Training algorithm? Why?
In case I should use the Viterbi training algorithm, can anyone provide me a good pseudocode (it's not easy to find)?