Lecture 15- Hidden Markov Models and Machine Learning

After watching this lecture, you will be familiar with most foundations of Markov and Hidden Markov. In this lecture we start with a general introduction about Markov process and its importance to model dynamic uncertainties. Moreover, the hidden Markov model (HMM) is explained in details with a simple numerical examples. The roles of HMM in learning process is investigated. Some simple codes for the estimation of HMM parameters in Octave (Matlab) are also given.