Rao-Blackwellised Gibbs sampling for switching linear dynamical systems

@article{Rosti2004RaoBlackwellisedGS,
  title={Rao-Blackwellised Gibbs sampling for switching linear dynamical systems},
  author={Antti-Veikko I. Rosti and Mark J. F. Gales},
  journal={2004 IEEE International Conference on Acoustics, Speech, and Signal Processing},
  year={2004},
  volume={1},
  pages={I-809}
}
This paper describes the application of Rao-Blackwellised Gibbs sampling (RBGS) to speech recognition using switching linear dynamical systems (SLDS). The SLDS is a hybrid of standard hidden Markov models (HMM) and linear dynamical systems. It is an extension of the stochastic segment model as it relaxes the assumption of independent segments. SLDS explicitly take into account the strong co-articulation present in speech. Unfortunately, inference in SLDS is intractable unless the discrete state… CONTINUE READING
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