Mercurial > hg > camir-aes2014
annotate toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@kalman_inf_engine/private/dbn_to_lds.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
parents | |
children |
rev | line source |
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wolffd@0 | 1 function [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet) |
wolffd@0 | 2 % DBN_TO_LDS Compute the Linear Dynamical System parameters from the Gaussian DBN. |
wolffd@0 | 3 % [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet) |
wolffd@0 | 4 |
wolffd@0 | 5 onodes = bnet.observed; |
wolffd@0 | 6 ss = length(bnet.intra); |
wolffd@0 | 7 num_nodes = ss*2; |
wolffd@0 | 8 assert(isequal(bnet.cnodes_slice, 1:ss)); |
wolffd@0 | 9 [W,D,mu] = extract_params_from_gbn(bnet); |
wolffd@0 | 10 |
wolffd@0 | 11 hnodes = mysetdiff(1:ss, onodes); |
wolffd@0 | 12 bs = bnet.node_sizes(:); % block sizes |
wolffd@0 | 13 |
wolffd@0 | 14 obs_mat = W(block(hnodes,bs), block(onodes,bs))'; |
wolffd@0 | 15 u = block(onodes,bs); |
wolffd@0 | 16 obs_cov = D(u,u); |
wolffd@0 | 17 |
wolffd@0 | 18 trans_mat = W(block(hnodes,bs), block(hnodes + ss, bs))'; |
wolffd@0 | 19 u = block(hnodes + ss, bs); |
wolffd@0 | 20 trans_cov = D(u,u); |
wolffd@0 | 21 |
wolffd@0 | 22 u = block(hnodes,bs); |
wolffd@0 | 23 init_cov = D(u,u); |
wolffd@0 | 24 init_state = mu(u); |
wolffd@0 | 25 |
wolffd@0 | 26 |