## Getting Started

A Hidden Markov Model is a Markov chain for which the state is only partially observable. In other words, observations are related to the state of the system, but they are typically insufficient to precisely determine the state. Several well-known algorithms for hidden Markov models exist. For example, given a sequence of observations, the Viterbi algorithm will compute the most-likely corresponding sequence of states, the forward algorithm will compute the probability of the sequence of observations, and the Baumâ€“Welch algorithm will estimate the starting probabilities, the transition function, and the observation function of a hidden Markov model.

One common use is for speech recognition, where the observed data is the speech audio waveform and the hidden state is the spoken text. In this example, the Viterbi algorithm finds the most likely sequence of spoken words given the speech audio.

Hidden Markov models (HMMs) are a formal foundation for making probabilistic models of linear sequence 'labeling' problems. They provide a conceptual toolkit for building complex models just by drawing an intuitive picture. They are at the heart of a diverse range of programs, including genefinding, profile searches, multiple sequence alignment and regulatory site identification. HMMs are the Legos of computational sequence analysis.