1
$\begingroup$

I need to build a HMM with two chains: the structure is as the figure below. How can I use the Viterbi algorithm for this model?

enter image description here

| cite | improve this question | | | | |
$\endgroup$
1
$\begingroup$

Multiple layered HMM is equivalent to a single layered HMM with larger state space. For example, if you have $M$ layers and $K$ states in each layer, you can construct a single layer HMM with state space size of $K^M$ and then use the regular Viterbi Algorithm. To construct the single layered HMM with exponential state space, you have to go through all possible states in each layer.

| cite | improve this answer | | | | |
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.