A hidden Markov model (HMM) with first-order dependent observation den
sities is presented to account for the statistical dependence between
successive frames. A modified Viterbi algorithm is described to optimi
se jointly the state sequence and dependence relation for the model pa
rameter estimation as well as likelihood calculation. Preliminary expe
riments show that this approach achieves better performance than the s
tandard muitivariate Gaussian HMM.