This paper proposes an approach for recognizing human activities (more specifically, pedestrian trajectories) in video sequences, in a surveillance context. A system for automatic processing of video information for surveillance purposes should be capable of detecting, recognizing, and collecting statistics of human activity, reducing human intervention as much as possible. In the method described in this paper, human trajectories are modeled as a concatenation of segments produced by a set of low level dynamical models. These low level models are estimated in an unsupervised fashion, based on a finite mixture formulation, using the expectation-maximization (EM) algorithm; the number of models is automatically obtained using a minimum message length (MML) criterion. This leads to a parsimonious set of models tuned to the complexity of the scene. We describe the switching among the low-level dynamic models by a hidden Markov chain; thus, the complete model is termed a switched dynamical hidden Markov model (SD-HMM). The performance of the proposed method is illustrated with real data from two different scenarios: a shopping center and a university campus. A set of human activities in both scenarios is successfully recognized by the proposed system. These experiments show the ability of our approach to properly describe trajectories with sudden changes.