History
The forward and backward recursions used in HMM as well as computations of marginal smoothing probabilities were first described by Ruslan L. Stratonovich in 1960 (pages 160—162) and in the late 1950s in his papers in Russian. The Hidden Markov Models were later described in a series of statistical papers by Leonard E. Baum and other authors in the second half of the 1960s. One of the first applications of HMMs was speech recognition, starting in the mid-1970s.
In the second half of the 1980s, HMMs began to be applied to the analysis of biological sequences, in particular DNA. Since then, they have become ubiquitous in the field of bioinformatics.
Read more about this topic: Hidden Markov Model
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