Abstract: Disclosed is an Hidden Markov Model (HMM) training apparatus in which a capacity for discriminating between models is taken into consideration so as to allow a high level of recognition accuracy to be obtained. A probability of a vector sequence appearing from HMMs is computed with respect to an input vector and continuous mixture density HMMs. Through this computation, the nearest different-category HMM, with which the maximum probability is obtained and which belongs to a category different from that of a training vector sequence of a known category, is selected. The respective central vectors of continuous densities constituting the output probability densities of the same-category HMM belonging to the same category as that of the training vector sequence and the nearest different-category HMM are moved on the basis of the vector sequence.