Hidden Markov Models

In the previous chapter, we discussed Markov chains, which are helpful in modelling a sequence of observations across time. In this chapter, we are going to study the Hidden Markov Model (HMM), which is also used to model sequential data but is much more flexible than Markov chains.

In this chapter, we will cover the following topics:

• Markov models
• The HMM
• Evaluation of an HMM
• Extensions of HMM