I learned it as part of speech processing, first for Dynamic Time Warping and then as the Viterbi and Baum Welch algorithms. Together with Hidden Markov Models

I learned it as part of speech processing, first for Dynamic Time Warping and then as the Viterbi and Baum Welch algorithms. Together with Hidden Markov Models it's a thing of beauty how it is used to model speech. All of this is explained very intuitively in speech.zone In the wikipedia entry there is a fun (really) explanation of why its creator called it like this.