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For efficient operation, monitoring and control of the largest and most complex machine such as power system using wide area measurement system (WAMS), the reliable operation of phasor measurement unit (PMU) is extremely essential. For such a complex system, Hidden Markov model (HMM) seems to be promising for computing The probability of given observation sequence is obtained for the individual modules and PMU as a whole using forward and. Secondly find backward algorithm and the optimal state sequence each module found. Thirdly the parameters of the hidden Markov model are re-estimated using Baum-Welch algorithm. it has been observed that the availability of GPS Receiver module is lower compared to other modules thus ,it is considered as the most sensitive component of PMU and should be given proper attention to it from design point of view for reliable operation of PMU.