What is the complexity of Mixture Hidden Markov Models (MHMM)? I wonder what is the theoretical computational complexity of MHMM. 
Is it related to the number of alphabets in sequence mining?
Mixture hidden markov model is not one algorithm. It's made of forward algo, viterbi algo and forward-backward algo.

The time complexity of computing the forward variable used in hidden markov models is O(N2T) In which N is the number of states and T is the length of the observations sequence.