Types
Hidden Markov models can model complex Markov processes where the states emit the observations according to some probability distribution. One such example of distribution is Gaussian distribution, in such a Hidden Markov Model the states output is represented by a Gaussian distribution.
Moreover it could represent even more complex behavior when the output of the states is represented as mixture of two or more Gaussians, in which case the probability of generating an observation is the product of the probability of first selecting one of the Gaussians and the probability of generating that observation from that Gaussian.
Read more about this topic: Hidden Markov Model
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