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For private protocol is widely used in industrial control network in recent years, it takes many problems for safety research. This paper proposed private protocol autonomous learning method based on hidden Markov models ( HMM). This method got packet structure of finite state machine model through network traces. Against disadvantages of Baum-Welch algorithm, it designed the CAPP algorithm based on the causal-state splitting reconstruction( CSSB) algorithm to get the ε-machine of private protocol message formats, to avoid the local optimum and the problem of parameter selection on account of the lack of prior knowledge. And through the test on public protocol FTP, Modbus TCP and private protocol WDB BPC to prove the validity of the method. The next step research direction were also discussed. [ABSTRACT FROM AUTHOR]