DocumentCode :
3715976
Title :
Derivative-augmented features as a dynamic model for time-series
Author :
Paul M Baggenstoss
Author_Institution :
Naval Undersea Warfare, Center Newport RI, 02841, and Fraunhofer FKIE. 53343 Wachtberg, Germany
fYear :
2015
Firstpage :
958
Lastpage :
962
Abstract :
In the field of automatic speech recognition (ASR), it is common practice to augment features with time-derivatives, which we call derivative-augmented features (DAF). Although the method is effective for modeling the dynamic behavior of features and produces signiicantly lower clas-siication error, it violates the assumption of conditional independence of the observations. The traditional approach is to ignore the problem (simply apply the mathematical approach that assumes independence). In this paper, we take an alternative approach in which we still use the same mathematical approach as before, but calculate a correction factor by integrating out the redundant dimensions. This makes it possible to compare and combine a DAF PDF and a non-DAF PDF. We conduct experiments to demonstrate the usefulness of the approach.
Keywords :
"Hidden Markov models","Markov processes","Europe","Signal processing","Indexes","Probability density function","Feature extraction"
Publisher :
ieee
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2015 23rd European
Electronic_ISBN :
2076-1465
Type :
conf
DOI :
10.1109/EUSIPCO.2015.7362525
Filename :
7362525
Link To Document :
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