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annotate toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@kalman_inf_engine/private/dbn_to_lds.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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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