An introduction to Markov and Hidden Markov Models

Anders Meng

AbstractThis note is made as an gentle introduction to Markov Models and Hidden Markov Models, and should in combination with ref. [1] give a good overview of the principles of Hidden Markov Models. Inspiration have been found in ref. [4] and ref. [1], both describing the theory of Markov and Hidden Markov Models. To read this note basic statistical skills is an advantage. Especially Bayes formula should be known.
KeywordsHMM, Forward Backward Algorithm, EM
TypeMisc [Other]
Year2003    Month October
NoteIntended for students following the course : Nonlinear signal processing
Electronic version(s)[pdf]
BibTeX data [bibtex]
IMM Group(s)Intelligent Signal Processing