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Linear predictive hidden Markov modeling is compared with a simple form of the switching autoregressive process. The latter process captures existing signal correlation during transitions of the Markov chain. Parameter estimation is described using naturally stable forward-backward recursions. The switching autoregressive model outperformed the linear predictive model in a digit recognition task and provided comparable performance to a cepstral-based recognizer.
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Ephraim et al. (2005) studied this question.
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