A sufficient condition for reducing recursions in hidden Markov models.

In hidden Markov models, the probability of observing a set of strings can be computed using recursion relations. We construct a sufficient condition for simplifying the recursion relations for a certain class of hidden Markov models. If the condition is satisfied, then one can construct a reduced recursion where the dependence on Markov states completely disappears. We discuss a specific example--namely, statistical multiple alignment based on the TKF-model--in which the sufficient condition is satisfied.