# Thread: Probability in Hidden Markov Model

1. ## Probability in Hidden Markov Model

Hello,

I'm considering a Hidden Markov Model as follows:

(that's X_{n+1} here, I don't know why the + is removed)

where the are the observations and the the hidden states. At some point, I have to deal with this probability

where and denotes the . If it were

I would know how to deal with it (I think) but I wonder what it changes to add the observations for all future times. Any idea how I could handle this probability, maybe express it with respect to usual and known probabilities?

Is there something I'm completely missing here?

Thanks a lot,

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