wolffd@0: function bnet = mk_fhmm(N, Q, Y, discrete_obs) wolffd@0: % MK_FHMM Make a factorial Hidden Markov Model wolffd@0: % wolffd@0: % There are N independent parallel hidden chains, each connected to the output wolffd@0: % wolffd@0: % e.g., N = 2 (vertical/diagonal edges point down) wolffd@0: % wolffd@0: % A1--->A2 wolffd@0: % | B1--|->B2 wolffd@0: % | / |/ wolffd@0: % Y1 Y2 wolffd@0: % wolffd@0: % [bnet, onode] = mk_chmm(n, q, y, discrete_obs) wolffd@0: % wolffd@0: % Each hidden node is discrete and has Q values. wolffd@0: % If discrete_obs = 1, each observed node is discrete and has values 1..Y. wolffd@0: % If discrete_obs = 0, each observed node is a Gaussian vector of length Y. wolffd@0: wolffd@0: if nargin < 2, Q = 2; end wolffd@0: if nargin < 3, Y = 2; end wolffd@0: if nargin < 4, discrete_obs = 1; end wolffd@0: wolffd@0: ss = N+1; wolffd@0: hnodes = 1:N; wolffd@0: onode = N+1; wolffd@0: wolffd@0: intra = zeros(ss); wolffd@0: intra(hnodes, onode) = 1; wolffd@0: wolffd@0: inter = eye(ss); wolffd@0: inter(onode,onode) = 0; wolffd@0: wolffd@0: ns = [Q*ones(1,N) Y]; wolffd@0: wolffd@0: eclass1 = [hnodes onode]; wolffd@0: eclass2 = [hnodes+ss onode]; wolffd@0: if discrete_obs wolffd@0: dnodes = 1:ss; wolffd@0: else wolffd@0: dnodes = hnodes; wolffd@0: end wolffd@0: bnet = mk_dbn(intra, inter, ns, 'discrete', dnodes, 'eclass1', eclass1, 'eclass2', eclass2, ... wolffd@0: 'observed', onode); wolffd@0: wolffd@0: for i=hnodes(:)' wolffd@0: bnet.CPD{i} = tabular_CPD(bnet, i); wolffd@0: end wolffd@0: i = onode; wolffd@0: if discrete_obs wolffd@0: bnet.CPD{i} = tabular_CPD(bnet, i); wolffd@0: else wolffd@0: bnet.CPD{i} = gaussian_CPD(bnet, i); wolffd@0: end wolffd@0: for i=hnodes(:)'+ss wolffd@0: bnet.CPD{i} = tabular_CPD(bnet, i); wolffd@0: end wolffd@0: wolffd@0: