Patterns generated by a hidden process

Limitations of a Markov Process
Hidden Markov Models
Summary

Section 1 - Page 1
1 2

When a Markov process may not be powerful enough

In some cases the patterns that we wish to find are not described sufficiently by a Markov process. Returning to the weather example, a hermit may perhaps not have access to direct weather observations, but does have a piece of seaweed. Folklore tells us that the state of the seaweed is probabalistically related to the state of the weather - the weather and seaweed states are closely linked. In this case we have two sets of states, the observable states (the state of the seaweed) and the hidden states (the state of the weather). We wish to devise an algorithm for the hermit to forecast weather from the seaweed and the Markov assumption without actually ever seeing the weather.

A more realistic problem is that of recognising speech; the sound that we hear is the product of the vocal chords, size of throat, position of tongue and several other things. Each of these factors interact to produce the sound of a word, and the sounds that a speech recognition system detects are the changing sound generated from the internal physical changes in the person speaking.