Baum–Welch algorithm

The Baum-Welch algorithm is an iterative method used to find the unknown parameters of a Hidden Markov Model (HMM). Specifically, it is a type of Expectation-Maximization (EM) algorithm that helps to optimize the model parameters so that they best fit a given sequence of observed data. ### Key Concepts: 1. **Hidden Markov Model (HMM)**: - HMMs are statistical models that represent systems with unobserved (hidden) states.