 Forward algorithm

The forward algorithm computes sequence likelihoods by summing over all hidden paths through a Hidden Markov model. For emitting states, ${\alpha }_t(i)=P(o_1,\dots ,o_t,Z_t=i)$ obeys ${\alpha }_{t+1}(j)=b_j(o_{t+1}){\sum }_i{\alpha }_t(i)a_{ij}$. It reuses partial sums rather than enumerating exponentially many state sequences. Silent states require additional transitions without consuming an observation. Scaling or log-sum-exp prevents floating-point underflow.