STATE-DEPENDENT TIME WARPING IN THE TRENDED HIDDEN MARKOV MODEL

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 experiments have been performed based on the standard acoustic-phonetic TIMIT database. The speech recognition results demonstrate the advantages of the time-warping trended HMMs over the regular trended HMMs measured about 10 to 15% improvement in terms of the recognition rate.