Sunday, April 28, 2013

Difference between a Markov model and Hidden Markov Model

* In a markov model, the states are known and the output of each state is deterministic.

* In a hidden markov model, the states are unobservable. Also, the output from each state is not deterministic, rather it is probabilistic. Hence a HMM is also referred to as a double embedded stochastic process with two levels. Different markov states will have different markov observation probabilistic functions.