Abstract
A method of efficiently setting posterior probability parameters for a switching state space model begins by defining a window containing at least two but fewer than all of the frames. A separate posterior probability parameter is determined for each frame in the window. The window is then shifted sequentially from left to right in time so that it includes one or more subsequent frames in the sequence of frames. A separate posterior probability parameter is then determined for each frame in the shifted window. This method closely approximates a more rigorous solution but saves computational cost by two to three orders of magnitude. Further, a method of determining the optimal discrete state sequence in the switching state space model is invented that directly exploits the observation vector on a frame-by-frame basis and operates from left to right in time.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.