A probability model that guesses hidden states from a visible sequence.
HMM is like guessing the weather from your brother’s sneakers each morning. Muddy shoes whisper, “Rain,” like tiny, dirty tattletales.
It follows clues in order and guesses the hidden state behind each one. You meet it in speech tools and sequence tagging.
MDP
Both use the Markov idea, but HMM does not choose actions.
Bayesian Network
HMM can be seen as a Bayesian Network repeated over time.
STT
HMMs were long used in STT to match sounds to words.
LSTM
LSTMs later replaced HMMs in many sequence tasks.