What is the purpose of using the HMM with these two signals?

Make a model

First of all, each signal must be sampled and a vector is formed from the samples values.

Then, use (hmmtrain) to model the two vectors after estimating the initial values of the three HMM parameters

May be you want to model the input signal (hmmtrain) after that, you want to make a force alignment with the output signal ?