Machine Learning, NLP, Artificial Intelligence, Machine Intelligence, Tutorial.
Wikipedia shows an HMM and its transitions. The scenario is a room that contains urns X1, X2 and X3, each of which contains a known mix of balls, each ball labeled y1, y2, y3 and y4. A sequence of four balls is randomly drawn. In this particular case, the user observes a sequence of balls y1,y2,y3