doc/viterbi.txt
dc7d978a
 This is a quick description of the viterbi aka dynamic programing
 algorthm.
 
 Its reason for existence is that wikipedia has become very poor on
 describing algorithms in a way that makes it useable for understanding
 them or anything else actually. It tends now to describe the very same
 algorithm under 50 different names and pages with few understandable
 by even people who fully understand the algorithm and the theory behind.
 
 Problem description: (that is what it can solve)
 assume we have a 2d table, or you could call it a graph or matrix if you
 prefer
 
     O   O   O   O   O   O   O
 
     O   O   O   O   O   O   O
 
     O   O   O   O   O   O   O
 
     O   O   O   O   O   O   O
 
 
 That table has edges connecting points from each column to the next column
 and each edge has a score like: (only some edge and scores shown to keep it
 readable)
 
 
     O--5--O-----O-----O-----O-----O
      2   / 7   / \   / \   / \   /
       \ /   \ /   \ /   \ /   \ /
     O7-/--O--/--O--/--O--/--O--/--O
      \/ \/ 1/ \/ \/ \/ \/ \/ \/ \/
      /\ /\ 2\ /\ /\ /\ /\ /\ /\ /\
     O3-/--O--/--O--/--O--/--O--/--O
       / \   / \   / \   / \   / \
      1   \ 9   \ /   \ /   \ /   \
     O--2--O--1--O--5--O--3--O--8--O
 
 
 
 Our goal is to find a path from left to right through it which
 minimizes the sum of the score of all edges.
 (and of course left/right is just a convention here it could be top down too)
 Similarly the minimum could be the maximum by just fliping the sign,
 Example of a path with scores:
 
     O   O   O   O   O   O   O
 
 >---O.  O   O  .O-2-O   O   O
       5.     .7      .
     O   O-1-O   O   O 8 O   O
                        .
     O   O   O   O   O   O-1-O---> (sum here is 24)
 
 
 The viterbi algorthm now solves this simply column by column
 For the previous column each point has a best path and a associated
 score:
 
     O-----5     O
      \
       \
     O  \  1     O
         \/
         /\
     O  /  2     O
       /
      /
     O-----2     O
 
 
 To move one column forward we just need to find the best path and associated
 scores for the next column
 here are some edges we could choose from:
 
 
     O-----5--3--O
      \      \8
       \       \
     O  \  1--9--O
         \/  \3
         /\     \
     O  /  2--1--O
       /     \2
      /        \
     O-----2--4--O
 
511cf612
 Finding the new best paths and scores for each point of our new column is
 trivial given we know the previous column best paths and scores:
dc7d978a
 
     O-----0-----8
      \
       \
     O  \  0----10
         \/
         /\
     O  /  0-----3
       /     \
      /        \
     O     0     4
 
 
 the viterbi algorthm continues exactly like this column for column until the
 end and then just picks the path with the best score (above that would be the
 one with score 3)
 
 
 Author: Michael niedermayer
 Copyright LGPL