Submitted: March 2004

Abstract

The branching-time temporal logic PCTL* has been introduced to specify quantitative properties over probability systems, such as discrete-time Markov chains. Until now, however, no logics have been defined to specify properties over hidden Markov models (HMMs). In HMM the states are hidden, and the hidden processes produce a sequence of observations. In this paper we extend the logic PCTL* to POCTL*. With our logic one can state properties such as “there is at least a 90 percent probability that the model produces a sequence of observations” over HMMs. Subsequently, we give algorithms for checking whether a state in a given hidden Markov model satisfies a formula in the logic POCTL*.