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Ching, Wai-Ki; Ng, Michael K. – International Journal of Mathematical Education in Science and Technology, 2004
Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.
Descriptors: Markov Processes, Probability, Mathematical Models, Computation