Hidden Markov Model

$Z_1, \dots, Z_n \in \{1,\dots,m\}$ diskrete Zufallsvariablen (Hidden/Latent Variables) $X_1, \dots, X_n \in X$ diskret, real, real^d Beobachtete Zufallsvariablen (observed variables)

$D=(x_1,\dots,x_n)$

Trelis-Diagramm

Z_1 ⇒ Z_2 ⇒ … ⇒ Z_n

X_1