wolffd@0: function [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet)
wolffd@0: % DBN_TO_LDS Compute the Linear Dynamical System parameters from the Gaussian DBN.
wolffd@0: % [trans_mat, trans_cov, obs_mat, obs_cov, init_state, init_cov] = dbn_to_lds(bnet)
wolffd@0: 
wolffd@0: onodes = bnet.observed;
wolffd@0: ss = length(bnet.intra);
wolffd@0: num_nodes = ss*2;
wolffd@0: assert(isequal(bnet.cnodes_slice, 1:ss));
wolffd@0: [W,D,mu] = extract_params_from_gbn(bnet);
wolffd@0: 
wolffd@0: hnodes = mysetdiff(1:ss, onodes);
wolffd@0: bs = bnet.node_sizes(:); % block sizes
wolffd@0: 
wolffd@0: obs_mat = W(block(hnodes,bs), block(onodes,bs))';
wolffd@0: u = block(onodes,bs);
wolffd@0: obs_cov = D(u,u);
wolffd@0: 
wolffd@0: trans_mat = W(block(hnodes,bs), block(hnodes + ss, bs))';
wolffd@0: u = block(hnodes + ss, bs);
wolffd@0: trans_cov = D(u,u);
wolffd@0: 
wolffd@0: u = block(hnodes,bs);
wolffd@0: init_cov = D(u,u);
wolffd@0: init_state = mu(u);
wolffd@0: 
wolffd@0: