A method for synthesizing a sequence includes defining a switching linear dynamic system (SLDS) with a plurality of dynamic systems. In a Viterbi-based method, a state transition record for a training sequence is determined. The corresponding sequence of switching states is determined by backtracking through the state transition record. Parameters of dynamic models are learned in response to the determined sequence of switching states, and a new data sequence is synthesized, based on the dynamic models whose parameters have been learned. In a variational-based method, the switching state at a particular instance is determined by a switching model. The dynamic models are decoupled from the switching model, and parameters of the decoupled dynamic model are determined responsive to a switching state probability estimate. Similar methods are used to interpolate from an input sequence.