Title:
A Variational inference method for Switching Linear Dynamic Systems
A Variational inference method for Switching Linear Dynamic Systems
Files
Author(s)
Oh, Sang Min
Ranganathan, Ananth
Rehg, James M.
Dellaert, Frank
Ranganathan, Ananth
Rehg, James M.
Dellaert, Frank
Advisor(s)
Editor(s)
Collections
Supplementary to
Permanent Link
Abstract
This paper aims to present a structured variational inference algorithm for switching linear dynamical systems (SLDSs) which was initially introduced by Pavlovic and Rehg. Starting with the need for the variational approach, we proceed to the derivation of the generic (model-independent) variational update formulas which are obtained under the mean field assumption. This leads us to the derivation of an approximate variational inference algorithm for an SLDS. The details of deriving the SLDS-specific variational update equations are presented.
Sponsor
Date Issued
2005
Extent
253763 bytes
Resource Type
Text
Resource Subtype
Technical Report