hidden-markov-models

My repository containing independent implementation of Hidden Markov Model algorithms.

Implemented algorithms:

• Forward-backward algorithm
• Viterbi algorithm
• Baum-Welch algorithm

Useful links

• https://en.wikipedia.org/wiki/Hidden_Markov_model
• https://en.wikipedia.org/wiki/Forward_algorithm
• https://en.wikipedia.org/wiki/Forward%E2%80%93backward_algorithm
• https://en.wikipedia.org/wiki/Viterbi_algorithm
• https://en.wikipedia.org/wiki/Baum%E2%80%93Welch_algorithm

Research papers

• http://www.ece.ucsb.edu/Faculty/Rabiner/ece259/Reprints/tutorial%20on%20hmm%20and%20applications.pdf