Hidden Markov model

Hidden Markov Model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process – call it – with unobservable ("hidden") states. HMM assumes that there is another process whose behavior "depends" on . The goal is to learn about by observing . HMM stipulates that, for each time instance , the conditional probability distribution of given the history must not depend on .

Hidden Markov model

Hidden Markov Model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process – call it – with unobservable ("hidden") states. HMM assumes that there is another process whose behavior "depends" on . The goal is to learn about by observing . HMM stipulates that, for each time instance , the conditional probability distribution of given the history must not depend on .