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Hidden semi-Markov model (HSMM)

values of detail coefficients. To check how well the wavelet discriminates the FHS, the ratio of the sum of the absolute values of selected coefficients corresponding to S1 and S2 sounds against other intervals and across all recordings is measured. The wavelet yielding the highest ratio value is considered the best choice.

the expectation of the given observation sequenceO from a given modelΛ.ˆ Qˆ = arg max

Q P(Q|O,Λ)ˆ (2.45)

The traditional method of solving equation (2.45) is to calculate likelihood for all possible combinations of state sequencesQand select the sequence which holds maximum probability.

This approach is computationally costly. Therefore, a dynamic programming method called the Viterbi algorithm is used to find the optimal state sequence. It involves estimation of the instantaneous probabilityδt(i)that yields the best score along the path defined by the firstt observations and ends at stateSi in the forward direction:

δt(i) = P(O1, O2, O3, ..., Ot, qt =Si|λ) (2.46) by induction:

δt(j) = max

1≤i≤Nt−1(i)aij]bj(Ot) (2.47)

It is initialized using the initial state distribution:

δ1(i) = πibi(Ot) (2.48) To keep track of the instantaneous state which has the maximum probability to transit from previous state to present state, another parameterΨt is used:

Ψt(j) =



0, t = 1

arg max

1≤i≤Nt−1(i)aij], ∀ t >1

(2.49) Then the optimal state sequence is back-track starting from the end stateqˆT holding maximum probabilityδT:


qT = arg max

1≤i≤NT(i)] (2.50)

qt = Ψt+1(qt+1 ), t=T −1, T −2, ...,1 (2.51) It is worth noting that the HMM model does not explicitly incorporate any duration infor- mation. The self transition probabilityaii, which represents statistical duration information, is

used to determine the duration of being in the same state. For any non-zeroaii, the result is a geometrical distribution, which is equivalent to the duration being a one-time step. Also, the transition probability remains the same no matter at what instance it is calculated. This increases the chances of misclassification of an instantaneous state in the sequence where it is expected to have the same state. Therefore, HMM poorly suits for the segmentation of signals where duration information is important.

In order to incorporate duration information, duration probability ‘p’ is introduced as an additional parameter in the standard HMM. The duration dependent hidden semi-Markov model (HSMM) is defined as:

Λ =ˆ {A, B, π, p} (2.52)

wherep={pi(d)}is the probability density function of being in stateialong durationd. Based on the inclusion of new parameter, the Viterbi algorithm is modified as under:

δt(j) = max

d max





bj(Ot−s) (2.53)

For HSS, dis considered as the entire duration of a heart cycle [5]. Both duration of being in current state and previous state that maximize (2.53) are vital information and they are tracked at each instant of time t:

t(j) = arg max

d max





bj(Ot−s) (2.54)

Ψt(j) = arg max



, 1≤i≤N (2.55)

The most likely state sequence is obtained by using the extended back-tracking algorithm [5]. This algorithm extrapolates the state likelihood δt−d beyond the beginning or end of a PCG sequence enabling to model the state sequence at the start or end of the PCG signal.

This is achieved by equating the parameters beyond the beginning or end of the sequence to

the respective parameter value at the start or the end point of the sequence. These changes are introduced to (2.53) and (2.54) by equating δt−d = δ1, ∀ t < d andδt−d = δT, ∀ t > T. Similar changes are made in the observation sequence too. The extended algorithm is given as:

T = arg max

tT:T+dmax−1(j)] 1≤j ≤N

qT = arg max


t =T

Perform the following back-tracking algorithm to get the desired optimal state sequence:

d = ∆t(qt), qt−d:t−1 =qt, qt−d−1 = Ψt(qt), t=t−d,









∀t >1 (2.56)

2.4.1 HSMM for segmentation of PCG

In [5,16], the HSMM model for HSS is built over two assumptions. First, the state sequence will always occur in a fixed order, i.e. S1→systole(Sys)→S2→diastole(Dia)

| {z }

one heart cycle

→next heart cycle.

Secondly, the duration of each component (state) is consistent for an individual subject.

Discussions of how the duration parameters are estimated is presented in chapter 5. These assumptions simplify the initialization of model parameters and improves the segmentation accuracy. The transition matrix{aij}and the initial state probability {πj}need not be trained.

It also avoid misclassification of an observation in the expected location of any standard heart cycle.

Both these assumptions are ideal for almost all the heart sound signals, both normal and pathological conditions. Certain abnormal conditions, such as skipped heartbeat (also known as heart palpitations) or heart rhythm problem (arrhythmias), may fail the model due

to the presence of irregularities in the heart rate. The algorithm will wrongly predict the expected state in a pre-programmed location even though it does not occur in the signal.

Such misclassification may easily occur in a PCG signal exhibiting large heart rate variation (HRV). A healthy subject may also experience HRV during inspiration or expiration (also termed as respiratory sinus arrhythmia), deep breathing during medical examination, or because of physical or mental stress. Sometimes the difference between the minimum and the maximum heart cycle duration (HCD) values is much larger than the average intervals.

In such condition, taking a single Gaussian probability density function (PDF) as a state duration model may not fit the desired spectrum. The model is constrained by the meanµ value indicating the center of the PDF and the varianceσ2 describing the dispersion around it. If a single-mode distribution has to cover the full extent of such data distribution, the soft gradient of the model will not match the distribution of the actual data points. The estimated likelihood using the model will not be accurate.

A multi-modal duration distribution based HSMM can be introduced to address this problem. The model will be a cascade of weighted Gaussian distribution of all possible state duration of a subject. That way each mode acts as a local search space with a sharper gradient converging the likelihood towards the expected duration. The final state duration is estimated as the instance of the distribution which bears the maximum likelihood value.