Mercurial > hg > camir-aes2014
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
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /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); + +