mk_ghmm_obs_lik.m

来自「Bayes网络工具箱」· M 代码 · 共 21 行

function B = mk_ghmm_obs_lik(data, mu, Sigma)
% MK_GHMM_OBS_LIK Make the observation likelihood vector for a Gaussian HMM.
% B = mk_ghmm_obs_lik(data, mu, Sigma)
%
% Inputs:
% data(:,t) = y(t) = observation vector at time t
% mu(:,j) = E[Y(t) | Q(t)=j]
% Sigma(:,:,j) = Cov[Y(t) | Q(t)=j]
%
% Output:
% B(i,t) = Pr(y(t) | Q(t)=i)

Q = size(mu, 2);
O = size(data, 1);
T = size(data, 2);
B = zeros(Q,T);

for j=1:Q
  B(j,:) = gaussian_prob(data, mu(:,j), Sigma(:,:,j))';
end