Hidden Markov Models: Fundamentals and Applications Part 1: Markov Chains and Mixture Models
Valery A. Petrushin · 2000
The objective of this tutorial is to introduce basic concepts of a Hidden Markov Model (HMM) as a fusion of more simple models such as a Markov chain and a Gaussian mixture model. The tutorial is intended for the practicing engineer, biologist, linguist or programmer who would like to learn more about the above mentioned fascinating mathematical models and include them into one’s repertoire. This lecture presents Markov Chains and Gaussian mixture models, which constitute the preliminary knowledge for understanding Hidden Markov Models.