In this paper, we present a novel framework for the coupled hidden Markov model (CHMM), based on the forward and backward recursions and conditional probabilities, given a multidimensional observation. In the proposed framework, the interdependencies of states networks are modeled with Markovian-like transition laws that influence the evolution of hidden states in all channels. Moreover, an offline inference approach by maximum likelihood estimation is proposed for the learning procedure of model parameters. To evaluate its performance, we first apply the CHMM model to classify and detect disturbances using synthetic data generated by the FitzHugh-Nagumo model. The average sensitivity and specificity of the classification are above 93.98% and 95.38% and those of the detection reach 94.49% and 99.34%, respectively. The method is also evaluated using a clinical database composed of annotated physiological signal recordings of neonates suffering from apnea-bradycardia. Different combinations of beat-to-beat features extracted from electrocardiographic signals constitute the multidimensional observations for which the proposed CHMM model is applied, to detect each apnea bradycardia episode. The proposed approach is finally compared to other previously proposed HMM-based detection methods. Our CHMM provides the best performance on this clinical database, presenting an average sensitivity of 95.74% and specificity of 91.88% while it reduces the detection delay by -0.59 s.