Many methods have been proposed for constructing context-dependent phoneme models using Hidden Markov Models (HMMs) to improve performance. These conventional methods require previously defined contextual factors. If these factors are deficient, the method exhibit poor recognition performance. In this paper, we propose a new construction algorithm for HMnet which does not require pre-defined contextual factors. Experiments demonstrated that the new algorithm could construct the HMnet even for the case that the Successive State Splitting (SSS) algorithm could not. The new algorithm produced better phoneme recognition characteristics than the SSS algorithm.