UNIT IV

Hidden Markov Models

Hidden Markov Models (HMMs) are a type of statistical model that is
widely used in various fields, including speech recognition,
bioinformatics, finance, and natural language processing.
HMMs are particularly effective for modeling systems with
unobservable (hidden) states based on observable outputs.
key concepts related to Hidden Markov Models:
Markov Chain:
A Markov chain is a stochastic model that describes a sequence of
events in which the probability of each event depends only on the state
of the system at the previous step.
The "Markov property" states that the future state depends only on the
current state and not on how the system arrived at its current state.
Hidden States and Observations:
In HMMs, there are two types of states: hidden states and observable
states (or observations).
Hidden states represent the unobservable underlying structure of the
system.
Observations are the visible outputs or measurements associated with
each hidden state.
State Transitions:
HMMs assume that the system undergoes transitions between hidden
states over time. These transitions are governed by transition
probabilities.
Emission Probabilities:
Each hidden state is associated with a probability distribution over
possible observation. This distribution is known as the emission
probability.

Initialization:
The model needs an initial probability distribution for the hidden states.
This is typically represented by an initial state distribution.