What are the techniques to combine together multiple HMMs related to the same process?
Mental example: I train 3 different HMMs by observing the behavior of 3 animals. All these HMMs have the same number of parameters and emissions. Then, I discover that I was actually observing the same animal in 3 different time intervals. I want to combine the 3 HMMs to a single HMM that better models the animal behavior.
Of course, this is just a mental experiment, but it fits very well my problem.