CHAPTER 5
Hidden Markov Model
The best thing about the future is that it comes one day at a time.
—Abraham Lincoln
Real-time processes produce observations that can be discrete, continuous, stationary, time variant, or noisy. The fundamental challenge is to characterize the observations as a parametric random process, the parameters of which should be estimated, using a well-defined approach. This allows us to construct a theoretical model of the underlying process that enables us to predict the process output as well as distinguish the statistical properties of the observation itself. The hidden Markov model (HMM) is one such statistical model. ...
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