An introduction to Markov and Hidden Markov Models 
Anders Meng

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. 
Keywords  HMM, Forward Backward Algorithm, EM 
Type  Misc [Other] 
Year  2003 Month October 
Note  Intended for students following the course : Nonlinear signal processing 
Electronic version(s)  [pdf] 
BibTeX data  [bibtex] 
IMM Group(s)  Intelligent Signal Processing 