Backward algorithm (${\beta }_t(i)$)

The backward algorithm computes suffix likelihoods in a Hidden Markov model. With ${\beta }_t(i)=P(o_{t+1},\dots ,o_T\mid Z_t=i)$, its recurrence is ${\beta }_t(i)={\sum }_j{a}_{ij}{b}_j(o_{t+1}){\beta }_{t+1}(j)$. Together with the forward algorithm, it gives posterior state probabilities proportional to ${\alpha }_t(i){\beta }_t(i)$. The terminal condition must include any explicit End-state transition.