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.