I was reading the book of Jurafsky about HMM and came along this graphic:
The problem that I have is in the interpretation of the graph. According to the problem the hidden states are the weather conditions (Hot and Cold), and the observations are the number of ice creams a person has eaten (in the figure 3, 1, 1). I know that the forward algorithm allows us to determine the likelihood of the observations given the transition probability matrix and the emission probabilities, but how do I interpret the values of, for example, $\alpha_{2}(2)$?
The calculated value of 0.0404 does it mean that the probability of observation events, 3 and 1, given the hidden states start,H,H and start,C,H is 0.0404? is it like that? or it should be described in other way? I suppose that for the value of $\alpha_{2}(1)$ the interpretation would be that the forward probability of being in state 2, such that the partial observations are 3, 1 and the hidden state is cold would be 0.069; is it like that?
At any point the values of the $\alpha_{2}$ can be summed up?
Thanks