Now look up Hidden Markov models, http://en.wikipedia.org/wiki/Hidden_Markov_model http://en.wikipedia.org/wiki/Hidden_Markov_model How they can be calibrated

Now look up Hidden Markov models, http://en.wikipedia.org/wiki/Hidden_Markov_model http://en.wikipedia.org/wiki/Hidden_Markov_model How they can be calibrated in the finite case http://en.wikipedia.org/wiki/Baum%E2%80%93Welch_algorithm http://en.wikipedia.org/wiki/Baum%E2%80%93Welch_algorithm And how they can be evaluated for arbitrary models http://en.wikipedia.org/wiki/Particle_filter http://en.wikipedia.org/wiki/Particle_filter