Thank you all for your replies. HMM is hard for a non-math major like myself to understand, let alone implement. but it is good food for thought to advance my understanding of tools that can be used in pattern recognition. Amazon has a few books on HMM, this one comes with some recommendations. http://www.amazon.com/Hidden-Markov-Models-Time-Introduction/dp/1584885734/ref=pd_sim_b2 Interest in HMM came in vogue few years ago, after it was learned that Jim Simons of hedge fund Renaissance Technologies, raided IBM's speech recognition dept. After Jim Simon retired, Bob Mercer and Peter Brown now co-head Renaissance. Both of them among many others who moved from IBM to rentech developed voice-recognition technology for IBM. Renaissance also hired another big shot from the world of crypto-analysis and machine learning , Leonard E. "Lenny" Baum, co-discoverer of the Baum-Welch algorithm for Hidden Markov Models, who moved over from IDA, the Institute of Defense Analysis to Renaissance.