A method and apparatus are provided that reduce the amount of memory
needed to perform forward-backward recursion to identify posterior
probabilities. Under the invention, a forward recursion is performed to
identify forward recursion scores. The forward recursion scores are then
used directly in a backward recursion to determine posterior
probabilities for each state in a set of time frames. The usefulness of
this invention is especially high when there is a large number of
discrete states, such as when there are more than one set of discrete
states in the model.