This repository contains the implementation of the sub-optimal parameter learning algorithm of Linear Dynamical Systems in 2 programming languages: Python and Matlab.
Since the LDS parameter learning algorithm for videos (Saisan et al., 2001) can not handle large videos, these implementations are altered by exploiting the well-known covariance trick. This trick, e.g. used in the seminal work on Eigenfaces (Turk and Pentland, 1991), is both memory and time efficient and can therefore handle HD-videos and/or videos with a high number of frames.