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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.

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First Claim