This book presents, in an integrated form, both the analysis and synthesis of three different types of hidden Markov models. Unlike other books on the subject, it is generic and does not focus on a specific theme, e.g. speech processing. Moreover, it presents the translation of hidden Markov models’ concepts from the domain of formal mathematics into computer codes using MATLAB . The unique feature of this book is that the theoretical concepts are first presented using an intuition-based approach followed by the description of the fundamental algorithms behind hidden Markov models using MATLAB . This approach, by means of analysis followed by synthesis, is suitable for those who want to study the subject using a more empirical approach.