Portions of an input measurement sequence are classified into a plurality
of regimes by associating each of a plurality of dynamic models with one a
switching state such that a model is selected when its associated
switching state is true. In a Viterbi-based method, a state transition
record is determined, based on the input sequence. A switching state
sequence is determined by backtracking through the state transition
record. Finally, portions of the input sequence are classified into
different regimes, responsive to the switching state sequence. In a
variational-based method, the switching state at a particular instance is
also determined by a switching model. The dynamic model is then decoupled
from the switching model. Parameters of the decoupled dynamic model are
determined responsive to a switching state probability estimate. A state
of the decoupled dynamic model corresponding to a measurement at the
particular instance is estimated, responsive to the input sequence.
Parameters of the decoupled switching model are then determined responsive
to the dynamic state estimate. A probability is estimated for each
possible switching state of the decoupled switching model. A switching
state sequence is determined based on the estimated switching state
probabilities. Finally, portions of the input sequence are classified into
different regimes, responsive to the determined switching state sequence.
