• 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