Hi Nikolas Spiliopoulos,
The Viterbi algorithm generates the most likely sequence of the hidden states (Viterbi States) in “HMM (Hidden Markov Models)”.
- The algorithm begins by determining the initial likelihoods for each state, based on the first observation.
- For each subsequent observation, the algorithm calculates the probability of being in each state by using the new observation and the previous state probabilities.
The Viterbi states of a given sequence are linked to the certain values through the emission probabilities of the observed value and the transition probabilities from the previous state.