I want to get started on HMM's, but don't know how to go about it. Can people here, give me some basic pointers, where to look?
More than just the theory, I like to do a lot of hands-on. So, would prefer resources, where I can write small code snippets to check my learning, rather than just dry text.
Great videos as of Stanford Online AI course are available: See unit 11.
If you want to get some data the may be useful for training HMMs, have a look at the VoxForgeproject, where you will also find some links to open source speech recognition systems that may be useful in getting your feet wet.
First you must understand about hidden markov model first
here's a good paper about Hidden Markov Model for speech recognition
http://www.ece.ucsb.edu/Faculty/Rabiner/ece259/Reprints/tutorial%20on%20hmm%20and%20applications.pdf
for matlab implementation you can refer to the matlab official documentation
http://www.mathworks.com/help/stats/hidden-markov-models-hmm.html
and if you want to implement it in C you can see a very good example here
http://www.codeproject.com/Articles/69647/Hidden-Markov-Models-in-C
if you want to ask me something about Hidden Markov Model I'll gladly will help you but I think you should understand the basic first,then if you have any question you can ask me in the comment or e-mail me (you can see it in my profile) I hope this answer helps you :)