timewarpinginthetrendedhiddenMarkovmodel.-SIGNAL.PDFVIP

SIGNAL PROCESSING ELSEVIER Signal Processing 39 (1994) 263-275 State-dependent time warping in the trended hidden Markov model D.X. Sun a, L. Deng b*, C.F.J. Wu c aState University of New York at Stony Brook, NY 11794-3600, USA b Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1 c University of Michigan, Ann Arbor. M148109-1027, USA Received 16 July 1992; revised !1 March 1994 Abstract In this paper we present an algorithm for estimating state-dependent polynomial coefficients in the nonstationary-state hidden Markov model (or the trended HMM) which allows for the flexibility of linear time warping or scaling in individual model states. The need for the state-dependent time warping arises from the consideration that due to speaking rate variation and other temporal factors in speech, multiple state-segmented speech data sequences used for training a single set of polynomial coefficients often vary appreciably in their sequence lengths. The algorithm is developed based on a general framework with use of auxiliary parameters, which, of no interests in themselves, nevertheless provide an intermediate tool for achieving maximal accuracy for estimating the polynomial coefficients in the trended HMM. It is proved that the proposed estimation algorithm converges to a solution equivalent to the state-optimized maximum likelihood estimate. Effectiveness of the algorithm is demonstrated in experiments designed to fit a single trended HMM simultaneously to multiple sequences of speech data which are different renditions of the same word yet vary over a wide range in the sequence length. Speech recognition e