wolffd@0: function obslik = mk_hmm_obs_lik_matrix(engine, evidence) wolffd@0: wolffd@0: T = size(evidence,2); wolffd@0: Q = length(engine.startprob); wolffd@0: obslik = ones(Q, T); wolffd@0: bnet = bnet_from_engine(engine); wolffd@0: % P(o1,o2| Q1,Q2) = P(o1|Q1,Q2) * P(o2|Q1,Q2) wolffd@0: onodes = bnet.observed; wolffd@0: for i=1:length(onodes) wolffd@0: data = cell2num(evidence(onodes(i),:)); wolffd@0: if bnet.auto_regressive(onodes(i)) wolffd@0: params = engine.obsprob{i}; wolffd@0: mu = params.big_mu; wolffd@0: Sigma = params.big_Sigma, wolffd@0: W = params.big_W; wolffd@0: mu0 = params.big_mu0; wolffd@0: Sigma0 = params.big_Sigma0; wolffd@0: %obslik_i = mk_arhmm_obs_lik(data, mu, Sigma, W, mu0, Sigma0 wolffd@0: obslik_i = clg_prob(data(:,1:T-1), data(:,2:T), mu, Sigma, W); wolffd@0: obslik_i = [mixgauss_prob(data(:,1), mu0, Sigma0) obslik_i]; wolffd@0: elseif myismember(onodes(i), bnet.dnodes) wolffd@0: %obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.big_CPT); wolffd@0: obslik_i = multinomial_prob(data, engine.obsprob{i}.big_CPT); wolffd@0: else wolffd@0: %obslik_i = eval_pdf_cond_gauss(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma); wolffd@0: obslik_i = mixgauss_prob(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma); wolffd@0: end wolffd@0: obslik = obslik .* obslik_i; wolffd@0: end wolffd@0: