dm.cs.tu-dortmund.de/en/mlbits/sequential-models-hmm/
Hidden Markov Models – Lecture Notes
tuple \(\lambda =(Y, X, A, B, \pi )\)
a graph of hidden states \(Y=y_1,y_2,\ldots ,y_n\)
a set of possible observations \(X=x_1,x_2, \ldots x_m\)
transition matrix \(A\) : probabilities of changing to state …