Classroom note: Building simple hidden Markov models
Wai‐Ki Ching, Michael K. Ng · 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.