Hidden Markov Models

Definition
Usages
Summary

Section 2 - Page 1
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Uses associated with HMMs

Once a system can be described as a HMM, three problems can be solved. The first two are pattern recognition problems: Finding the probability of an observed sequence given a HMM (evaluation); and finding the sequence of hidden states that most probably generated an observed sequence (decoding). The third problem is generating a HMM given a sequence of observations (learning).

1. Evaluation

Consider the problem where we have a number of HMMs (that is, a set of (P,A,B) triples) describing different systems, and a sequence of observations. We may want to know which HMM most probably generated the given sequence. For example, we may have a `Summer' model and a `Winter' model for the seaweed, since behaviour is likely to be different from season to season - we may then hope to determine the season on the basis of a sequence of dampness observations.