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