Figure 2.

Graphical model [37] representation of the HDP-SLDS model using “plate notation” [38]. Unobservable (latent) random variables and system parameters denoted by open circles; observable quantities denoted by filled circles. The system state at observation taken at time i is denoted by s_i, the position at this time is denoted by r_i, and the measurement is denoted by ψ_i. See text for description of HDP-SLDS model parameters. Arrows denote conditional dependencies in the graphical model.