# Hidden Markov Models — State Space Models: A Modern Approach

# Hidden Markov Models

This chapter discusses Hidden Markov Models (HMMs), which are state space models in which the latent state \(\hidden_t \in \{1,\ldots,\nstates\}\) is discrete.

- HMM filtering (forwards algorithm)
- HMM smoothing (forwards-backwards algorithm)
- Viterbi algorithm
- Parallel HMM smoothing
- Forwards-filtering backwards-sampling algorithm

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HMM filtering (forwards algorithm)