We propose a new Hidden Markov Model with time-dependent states. Estimation of this model is shown to be as fast and easy as the estimation of regular HMMs. We demonstrate the usefulness and feasibility of such time-dependent HMMs with an application in which illegitimate access to personnel-only rooms in airports etc. can be distinguished from access by legitimate personnel, based on differences in the time of access or differences in the motion trajectories.
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V. Kettnaker (2003) studied this question.
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