Mercurial > hg > camir-aes2014
view 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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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);