| CDHMM | Continuous density hidden Markov model |
| EM | Expectation maximisation |
| HMM | Hidden Markov model |
| ICA | Independent component analysis |
| MAP | Maximum a posteriori |
| MDL | Minimum description length |
| ML | Maximum likelihood |
| MLP | Multilayer perceptron (network) |
| NFA | Nonlinear factor analysis |
| NSSM | Nonlinear state-space model |
| PCA | Principal component analysis |
| Probability density function | |
| RBF | Radial basis function (network) |
| SSM | State-space model |