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

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@kalman_inf_engine/private/dbn_to_lds.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,26 @@
+function [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet)
+% DBN_TO_LDS Compute the Linear Dynamical System parameters from the Gaussian DBN.
+% [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet)
+
+onodes = bnet.observed;
+ss = length(bnet.intra);
+num_nodes = ss*2;
+assert(isequal(bnet.cnodes_slice, 1:ss));
+[W,D,mu] = extract_params_from_gbn(bnet);
+
+hnodes = mysetdiff(1:ss, onodes);
+bs = bnet.node_sizes(:); % block sizes
+
+obs_mat = W(block(hnodes,bs), block(onodes,bs))';
+u = block(onodes,bs);
+obs_cov = D(u,u);
+
+trans_mat = W(block(hnodes,bs), block(hnodes + ss, bs))';
+u = block(hnodes + ss, bs);
+trans_cov = D(u,u);
+
+u = block(hnodes,bs);
+init_cov = D(u,u);
+init_state = mu(u);
+
+