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I am looking about books on Markov chains, with recent findings such as autoregressive HMM, HMM with inputs, multiple HMM connected together.

Is there anything I can look at?

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    These may also be helpful: 1) http://www.quora.com/Hidden-Markov-Models/What-are-some-good-resources-for-learning-about-Hidden-Markov-Models, 2) http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-40264-22012-09-14

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