What is the Hidden Markov algorithm?

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Mital Sosa

HMM is ML based technique.

ast = P ( x₁ = t | X ₁-1 = S)

Where ast = state transition probability

P is initial state probability

According to me the best book is

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition

Book by Iain L. MacDonald, Roland Langrock, and Walter Zucchini