Baum–Welch algorithm

Summary

The Baum–Welch algorithm estimates the parameters of a hidden Markov model from a sequence of observations alone. It is the expectation–maximization algorithm for this model. It alternates between computing the expected hidden path under the current parameters and re-estimating the parameters from those expectations. The expectations are computed efficiently by the forward–backward recursions. It is a standard tool in speech recognition and in biological sequence analysis.