Hidden Markov model
Statistical Markov model / From Wikipedia, the free encyclopedia
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A hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it — with unobservable ("hidden") states. As part of the definition, HMM requires that there be an observable process whose outcomes are "influenced" by the outcomes of in a known way. Since cannot be observed directly, the goal is to learn about by observing HMM has an additional requirement that the outcome of at time must be "influenced" exclusively by the outcome of at and that the outcomes of and at must be conditionally independent of at given at time
Hidden Markov models are known for their applications to thermodynamics, statistical mechanics, physics, chemistry, economics, finance, signal processing, information theory, pattern recognition - such as speech, handwriting, gesture recognition, part-of-speech tagging, musical score following, partial discharges and bioinformatics.