A number of Markov models have been shown to be remarkably effective for a variety of modelization problems and treatment of a wide range of phenomena. The use of these models is very much on the increase in economics, finance, genomics, ecology, communications, signal and image processing, etc. In particular, hidden Markov models (HMM) are well known for their effectiveness for treating the problem of segmentation, which is among the most prominent and difficult problems in image processing.