Data-Driven MCMC for Learning and Inference in Switching Linear Dynamic Systems. Oh, S. M., Rehg, J. M., Balch, T., & Dellaert, F. In 2005.
Data-Driven MCMC for Learning and Inference in Switching Linear Dynamic Systems [pdf]Paper  bibtex   
@inproceedings{sang_min_oh_data-driven_2005,
	title = {Data-{Driven} {MCMC} for {Learning} and {Inference} in {Switching} {Linear} {Dynamic} {Systems}},
	url = {https://www.cc.gatech.edu/~dellaert/pubs/Oh05aaai.pdf},
	language = {eng},
	author = {Sang Min Oh and James M. Rehg and Tucker Balch and Frank Dellaert},
	year = {2005}
}
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