I want to use Viterbi to decode a HMM sequence, but very few observations in some steps are missing or outliers. And the hidden states in these steps are assumed to be the same as their previous states (or their adjacent states) . Can anyone tell me how can I set the emission probability in these steps. If I want to use Baum Welch algorithm, what should I do.
What should be done to deal with missing observations ( or outlier observation ) for Viterbi?
user22062
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