no code implementations • 6 Oct 2009 • Sajid M. Siddiqi, Byron Boots, Geoffrey J. Gordon
We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in continuous-observation HMMs.
