In probability theory, a hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or hidden) Markov process (referred to as X {\displaystyle X} ). An HMM requires that there be an observable process Y {\displaystyle Y} whose outcomes depend on the outcomes of X {\displaystyle X} in a known way.
In probability theory, a hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or hidden) Markov process (referred to as X {\displaystyle X} ). An HMM requires that there be an observable process Y {\displaystyle Y} whose outcomes depend on the outcomes of X {\displaystyle X} in a known way.
Source: Wikipedia "Hidden Markov model" · CC BY-SA 4.0
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