For hidden Markov models (which only look into after you get the basics), I recall that this widely-cited paper (perhaps the original?) is pretty readable. Fro

For hidden Markov models (which only look into after you get the basics), I recall that this widely-cited paper (perhaps the original?) is pretty readable. From the title it looks like it's about speech but ignore the speech parts and read the math: https://www.robots.ox.ac.uk/~vgg/rg/papers/hmm.pdf https://www.robots.ox.ac.uk/~vgg/rg/papers/hmm.pdf