Hidden Markov Models
Section 1  Page 1
Definition of a hidden Markov model
A hidden Markov model (HMM) is a triple (,A,B).


the vector of the initial state probabilities; 



the state transition matrix; 



the confusion matrix; 

Each probability in the state transition matrix and in the
confusion matrix is time independent  that is, the matrices do
not change in time as the system evolves. In practice, this is
one of the most unrealistic assumptions of Markov models about
real processes.
