Hidden Markov Model (HMM)

Hidden Markov Model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobservable (i.e. hidden) states.

In simpler Markov models (like a Markov chain), the state is directly visible to the observer, and therefore the state transition probabilities are the only parameters, while in the hidden Markov model, the state is not directly visible, but the output (in the form of data or “token” in the following), dependent on the state, is visible. Each state has a probability distribution over the possible output tokens(emission probabilities).