Time-Varying Deep State Space Models for Sequences with Switching Dynamics

Fuente: arXiv
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Autores principales: Karilanova, Sanja, Dey, Subhrakanti, Özçelikkale, Ayça
Formato: Preprint
Publicado: 2026
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author Karilanova, Sanja
Dey, Subhrakanti
Özçelikkale, Ayça
author_facet Karilanova, Sanja
Dey, Subhrakanti
Özçelikkale, Ayça
contents The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks in which the neurons' states are governed by time-varying dynamics. The proposed model provides the learnable time-varying dynamics through a dictionary of basis functions, where each basis function evolves differently over time. We evaluate the proposed approach on both synthetic data from switching systems and a speech denoising task where real audio is corrupted with switching dynamics noise. The results show that the proposed time-varying model consistently outperforms its time-invariant counterparts while maintaining comparable computational complexity. Our investigations also reveal which aspects of the time-varying dynamics of the data most need to be captured by the proposed time-invariant models, how the additional freedom provided by time-varying basis functions should be allocated across model components, and to what extent larger models can compensate for time-invariant limitations.
format Preprint
id arxiv_https___arxiv_org_abs_2605_15311
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Time-Varying Deep State Space Models for Sequences with Switching Dynamics
Karilanova, Sanja
Dey, Subhrakanti
Özçelikkale, Ayça
Machine Learning
Systems and Control
The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks in which the neurons' states are governed by time-varying dynamics. The proposed model provides the learnable time-varying dynamics through a dictionary of basis functions, where each basis function evolves differently over time. We evaluate the proposed approach on both synthetic data from switching systems and a speech denoising task where real audio is corrupted with switching dynamics noise. The results show that the proposed time-varying model consistently outperforms its time-invariant counterparts while maintaining comparable computational complexity. Our investigations also reveal which aspects of the time-varying dynamics of the data most need to be captured by the proposed time-invariant models, how the additional freedom provided by time-varying basis functions should be allocated across model components, and to what extent larger models can compensate for time-invariant limitations.
title Time-Varying Deep State Space Models for Sequences with Switching Dynamics
topic Machine Learning
Systems and Control
url https://arxiv.org/abs/2605.15311