HiddenMarkovProcess

HiddenMarkovProcess[i0,m,em] represents a discrete-time, finite-state hidden Markov process with transition matrix m, emission matrix em, and initial hidden state i0.

HiddenMarkovProcess[…,m,{dist1,…}] represents a hidden Markov process with emission distributions disti.

HiddenMarkovProcess[p0,m,…] represents a hidden Markov process with initial hidden state probability vector p0.

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