I am trying to use this equation
to calculate the alpha (forward) probabilities for the EM/Baum-welch algorithm but I'm running into some confusion. I don't understand what the $h_t$ is. I know its a hidden state, I have 16 different hidden states but don't know which one is $h_1$ for instance. Can I arbitrarily assign them an index or are they related to $v_t$?
I current have a transition matrix, emission matrix and an initial vector as well as some series of observed emissions.