A hidden Markov model is a statistical

Statistical model

A statistical model is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but...

 Markov model

Markov model

In probability theory, a Markov model is a stochastic model that assumes the Markov property. Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable.-Introduction:...

 in which the system being modeled is assumed to be a Markov process

Markov process

In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...

 with unobserved (hidden) states. An HMM can be considered as the simplest dynamic Bayesian network

Dynamic Bayesian network

A dynamic Bayesian network is a Bayesian network that represents sequences of variables. These sequences are often time-series or sequences of symbols . The hidden Markov model can be considered as a simple dynamic Bayesian network.- References :* , Zoubin Ghahramani, Lecture Notes In Computer...

. The mathematics behind the HMM was developed by L. E. Baum and coworkers.

In a regular Markov model

Markov model

In probability theory, a Markov model is a stochastic model that assumes the Markov property. Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable.-Introduction:...

, the state is directly visible to the observer, and therefore the state transition probabilities are the only parameters.