Imagine you are reading a storybook about a detective trying to solve a mystery. The detective has to find clues and put them together to figure out who did the crime.
Now, imagine that the storybook has a secret code that the detective has to crack to get to the next page. The code is hidden in the words on the page, and the detective has to figure out what the code is before they can turn the page.
The forward algorithm works kind of like the detective trying to crack the code. It is a way for a computer program to figure out the most likely sequence of hidden "codes" that are embedded in a set of observations.
For example, let's say we have a set of observations that represent a sound wave. The wave could be a recording of someone speaking, and we want to figure out what words they are saying. But the sound wave is encoded in a way that makes it difficult to just listen to the wave and figure out the words.
The forward algorithm looks at the sound wave and tries to break it down into smaller parts, called "states". These states represent different parts of the words that the computer is trying to figure out, like the vowels or the consonants.
The forward algorithm then looks at how likely each state is to produce the sound wave that we heard. For example, the "ah" sound is more likely to come from the vowel state, while the "p" sound is more likely to come from the consonant state.
Once the algorithm has assigned a likelihood to each state for each part of the sound wave, it can use that information to figure out the most likely sequence of states that produced the sound wave. This is like the detective putting together all the clues to figure out who did the crime.
In summary, the forward algorithm is a way to break down observations into smaller states, assign a likelihood to each state, and use that information to figure out the most likely sequence of states that produced the observations. It's like cracking a secret code in a storybook or putting together clues to solve a mystery.