Markov models with known states

Question

I'm new to hidden-markov models and trying to figure out what is the best way to model the following problem:

I have a random variable that can be in three different states. Similar to hidden markov models, I'm interested in the next state in the sequence and what value that state would take, but the states I'm have are know and not hidden.

many thanks for the answers.

Answer 1

Since you do not have a Hidden component, you are essentially dealing with a Markov-Chain. The algorithms: Viterbi, Forward Backward are essentially similar to those in HMM, infact simpler. You may refer to this video lecture taught in UCLA. It introduces the algorithms for Markov Chains first and then for HMM.