This paper addresses data-driven mode modeling and Bayesian mode estimation in hidden-mode hybrid systems (HMHS). For experimental validation in a laboratory setting, an HMHS is built upon a six-legged T-hex robot that makes use of a library of gaits (i.e., the modes of walking) to perform different motion maneuvers. To accurately predict the behavior of the robot, it is important to first infer the gait being used by the robot. The walking robot's motion behavior can then be modeled as a transition system based on the pattern of switching among these gaits. In this paper, a symbolic time-series-based statistical learning method has been adopted to construct the generative models of the gaits. Efficacy of the proposed algorithm is demonstrated by laboratory experimentation to model and then infer the hidden dynamics of different gaits for the T-hex walking robot.