Hidden Markov Models are a great place to look, as well as Artificial Neural Networks.
Edit: You could take a look at NeuronDotNet, it’s open source and you could poke around the code.
Edit 2: You can also take a look at ITK, it’s also open source and implements a lot of these types of algorithms.
Edit 3: Here’s a pretty good intro to neural nets. It covers a lot of the basics and includes source code (albeit in C++). He implemented an unsupervised learning algorithm, I think you may be looking for a supervised backpropagation algorithm to train your network.
Edit 4: Another good intro, avoids really heavy math, but provides references to a lot of that detail at the bottom, if you want to dig into it. Includes pseudo-code, good diagrams, and a lengthy description of backpropagation.