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Hidden Markov models

LC control no.sh2007000125
Topical headingHidden Markov models
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Variant(s)HMMs (Hidden Markov models)
See alsoMarkov processes
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Found inWork cat.: Pedersen, J.S. Structured models of molecular evolution, 2004: PDF p. 10 (hidden Markov models (HMMs))
Wikipedia, Jan. 3, 2007 (A hidden Markov model (HMM) is a statistical model in which the system being modeled is assumed to be a Markov process with unknown parameters, and the challenge is to determine the hidden parameters from the observable parameters. The extracted model parameters can then be used to perform further analysis, for example for pattern recognition applications. A HMM can be considered as the simplest dynamic Bayesian network.)
Warakagoda, N. Hidden Markov models, 1996, via WWW, Jan. 3, 2007: definition (The Hidden Markov Model is a finite set of states, each of which is associated with a (generally multidimensional) probability distribution. Transitions among the states are governed by a set of probabilities called transition probabilities. In a particular state an outcome or observation can be generated, according to the associated probability distribution. It is only the outcome, not the state visible to an external observer and therefore states are "hidden" to the outside; hence the name Hidden Markov Model; HMM)
Dictionary of algorithms and data structures, via WWW, Jan. 3, 2007 (hidden Markov model: A variant of a finite state machine having a set of states, Q, an output alphabet, O, transition probabilities, A, output probabilities, B, and initial state probabilities, Π. The current state is not observable. Instead, each state produces an output with a certain probability (B). Usually the states, Q, and outputs, O, are understood, so an HMM is said to be a triple, (A, B, [pi]))
Allison, L. Hidden Markov models, via WWW, Jan. 3, 2007 (A Hidden Markov Model (HMM) is simply a Markov Model in which the states are hidden; Markov models and Hidden Markov Models (HMM) are used in bioinformatics to model DNA and protein sequences)
Not found in2000 Mathematics subject classification, via WWW, Jan. 3, 2007; Wolfram MathWorld Web site, Jan. 3, 2007; Glossary of mathematical terms, via WWW, Jan. 3, 2007; Mathematical programming glossary, via WWW, Jan. 3, 2007