Projet Signal
Projet Signal
HIDDEN MARKOV
MODEL
I-Introduction…………………………………………….
II-Markov Chain…………………………………………
III-Hidden Markov Models……………………………...
IV-HMM Example………………………………………
V-HMM-Application…………………………………….
I-Introduction :
•Markov processes are first proposed by
Russian mathematician Andrei Markov
He used these processes to investigate
•Nowadays, Markov property and HMMs
are widely used in many domains:
–Natural Language Processing
–Speech Recognition
–Bioinformatics
–Image/video processing
II-Markov Chain :
•Has N states, called s1, s2, ..., sN
•There are discrete timesteps, t=0, t=1,...
•On the t’th timestep the system is in
exactly one of the available states.
Call it :
N=3
t=0
qt = q0 = s3
• Between each timestep, the next
state is chosen randomly.
• The current state determines the
probability for the next state.
– Often notated with arcs between states
-Markov Property :
• How to represent the joint
distribution of (q0, q1, q2...) using
graphical models?
N=3
t=1
qt = q1 = s2
V-HMM-Application :