Baum-Welch Algorithm

EM-based HMM parameter estimation with forward-backward probabilities

Iteration

Log-Likelihood

Seq Length

Converged

Observation Sequence

Example Scenario

Sequence Length

Compute alpha (forward) and beta (backward) probabilities. These give the probability of being in each state at each time step.

Update transition (A) and emission (B) probabilities using expected counts from gamma and xi statistics.