Hidden Markov Models (HMMs)

A hidden Markov model (HMM) is a statistical model in which the system being modeled is assumed to be a Markov process with unknown parameters, and the challenge is to determine the hidden parameters from the observable parameters

One of the best place to learn about Hidden Markov models is

http://www.comp.leeds.ac.uk/roger/HiddenMarkovModels/html_dev/main.html