Viterbi Algorithm
A dynamic programming algorithm that finds the most likely sequence of hidden states in a Markov model by efficiently computing the optimal path through a trellis structure.
Viterbi Algorithm
The Viterbi algorithm, developed by Andrew Viterbi in 1967, is a fundamental technique in dynamic programming that efficiently determines the most probable sequence of hidden states in a Hidden Markov Model system.
Core Principles
The algorithm operates on two key assumptions:
- The Markov property - each state depends only on the previous state
- Time-invariant transitions - state transition probabilities remain constant
Algorithm Structure
The Viterbi algorithm builds a trellis structure representing:
- States at each time step
- Transition probabilities between states
- Observation probabilities for each state
Key Components
-
State Probabilities (δ)
- Tracks the probability of the most likely path
- Updated recursively for each time step
-
Backpointers (ψ)
- Store the previous state in the optimal path
- Enable path reconstruction through backtracking
Applications
The algorithm finds widespread use in:
-
Digital Communications systems
- Decoding convolutional codes
- Error correction in cellular networks
-
- Part-of-speech tagging
- sequence labeling tasks
-
- Gene prediction
- Sequence alignment
Implementation
def viterbi(observations, states, start_prob, trans_prob, emit_prob):
V = [{}] # Viterbi matrix
path = {}
# Initialize
for state in states:
V[0][state] = start_prob[state] * emit_prob[state][observations[0]]
path[state] = [state]
Computational Complexity
The algorithm achieves efficiency through:
- Time complexity: O(TN²)
- Space complexity: O(TN)
Where:
- T = sequence length
- N = number of states
Historical Impact
The Viterbi algorithm revolutionized digital communication systems and continues to influence modern technologies including:
- 4G/5G wireless networks
- Deep space communication
- Speech Recognition processing systems
Limitations and Extensions
While powerful, the algorithm has some constraints:
- Assumes discrete state spaces
- Requires known transition probabilities
- Memory intensive for long sequences
Recent extensions include:
- Parallel Processing implementations
- Beam Search techniques
- Integration with deep learning architectures
The Viterbi algorithm remains a cornerstone of sequence analysis and probabilistic inference, bridging classical dynamic programming with modern applications in machine learning and signal processing.