The first part of the thesis consists of a literature review of important background knowledge for developing the switching NSSM. The model is presented in Chapter 5. The continuous density HMM in Section 5.1 has been developed by the author although it is heavily based on earlier work by Dr. David MacKay [39]. A Bayesian NSSM by Dr. Harri Valpola is presented in Section 5.2. The modifications needed to add switching to the NSSM model, as presented in Section 5.3, have been developed by the author. The same division applies to the learning algorithms for the models, found in Chapter 6.

The developed learning algorithm has been tested extensively. The author has implemented the switching NSSM learning algorithm under Matlab. The code is based on an implementation of the NSSM, which is in turn based on an implementation of the nonlinear factor analysis (NFA) algorithm. Dr. Harri Valpola wrote the extensions from NFA to NSSM. The author has written most of the rest of the code over a period of two years. All the experiments reported in Chapter 7 and the HMM implementation used in the comparisons have been done by the author.