For those of you that are interested in the application of hidden markov models to problems in biology, here are a few resources. These go beyond what you need to know for this class, but for those of you interested in bioinformatics for research purposes, they are worthwhile.

An Introduction to Hidden Markov Models for Biological Sequences
http://people.binf.ku.dk/krogh/publications/ps/Krogh98a.pdf

Hidden Markov Models and their Applications in Biological Sequence Analysis
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2766791/

What is a hidden Markov model?
http://www.nature.com/nbt/journal/v22/n10/pdf/nbt1004-1315.pdf