Hidden Markov model

This is an old revision of this page, as edited by The Anome (talk | contribs) at 16:12, 3 October 2002 (The extracted model parameters can then be used to perform further analysis, for example for pattern recognition applications.). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

A hidden Markov model (HMM) is a statistical model where the system being modelled is assumed to be a Markov process with unknown parameters, and the challenge is to determine the hidden parameters of the Markov model based on this assumption.

The extracted model parameters can then be used to perform further analysis, for example for pattern recognition applications.

Applications of hidden Markov models:

See also:

External links: