Hidden Markov model

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Hidden Markov model
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Hidden Markov model

Transition matrix for the hidden variables h:

<math>T_{ij} = P(h_t = i | h_{t-1} = j)</math>

Observation matrix with the observables x:

<math>O_{lk} = P(x_t = l | h_t = k)</math>
<math>P(x_1, x_2) = \sum P(x_1 | h_1) P(x_2|h_2) P(h_2|h_1) P(h_1)</math>

[edit] Papers

  1. A method of moments for mixture models and hidden Markov models
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