diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@ff_inf_engine/filter_evidence.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/@ff_inf_engine/filter_evidence.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,48 @@
+function [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type)
+% [fwd, loglik] = filter_evidence(engine, CPDpot, observed, pot_type) (ff)
+
+[ss T] = size(CPDpot);
+fwd = cell(ss,T);
+hnodes = engine.hnodes(:)';
+onodes = engine.onodes(:)';
+bnet = bnet_from_engine(engine);
+ns = bnet.node_sizes;
+onodes2 = [onodes onodes+ss];
+ns(onodes2) = 1;
+
+logscale = zeros(1,T);
+H = length(hnodes);
+local_logscale = zeros(1,ss);
+  
+t = 1;
+for i=hnodes
+  fwd{i,t} = CPDpot{i,t};
+  c = engine.obschild(i);
+  if c > 0
+    fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c, t});
+  end
+  [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
+end
+logscale(t) = sum(local_logscale);
+
+for t=2:T
+  for i=hnodes
+    ps = parents(bnet.dag, i+ss);
+    assert(all(ps<=ss)); % in previous slice
+    prior = CPDpot{i,t};
+    for p=ps(:)'
+      prior = multiply_by_pot(prior, fwd{p,t-1});
+    end
+    fwd{i,t} = marginalize_pot(prior, i+ss);
+    fwd{i,t} = set_domain_pot(fwd{i,t}, i);
+    c = engine.obschild(i);
+    if c > 0
+      fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c,t});
+    end
+    [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
+  end
+  logscale(t) = sum(local_logscale);
+end
+
+loglik = sum(logscale);
+