@MISC\{IMM2003-03313,
    author       = "A. Meng",
    title        = "An introduction to Markov and Hidden Markov Models",
    year         = "2003",
    month        = "oct",
    keywords     = "{HMM,} Forward Backward Algorithm, {EM}",
    publisher    = "",
    address      = "",
    note         = "Intended for students following the course :  Nonlinear signal processing",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/3313-full.html",
    abstract     = "This 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."
}