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Reference.org
Forward algorithm
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<p>The forward algorithm, in the context of a <a href="/facts/Hidden_Markov_model/ur1zTAhP">hidden Markov model</a> (HMM), is used to calculate a 'belief state': the probability of a state at a certain time, given the history of evidence. The process is also known as <i>filtering</i>. The forward algorithm is closely related to, but distinct from, the <a href="/facts/Viterbi_algorithm/FYoyJ6YY">Viterbi algorithm</a>. </p>