hmmdecode1.m

matlab环境下

function [block,LL,LL_best]=hmmdecode1(x,x_sq,hmm);
% [block,LL,LL_best]=hmmdecode1(x,x_sq,hmm)
%
% Viterbi and single-state decoding for MixModel1d and vbICA.
%
%
% -----------
% Input
% -----------
%
% x         Data matrix representing source signal estimates
%           No. rows = No. sources, No. columns = No. data points
%           MixModel1d: Data
%           vbICA1: Expectations of source signals
%           vbICA2: Location parameters of source posterior
% x_sq      Data matrix representing (source signal.^2) estimates
%           No. rows = No. sources, No. columns = No. data points
%           MixModel1d: Data.^2
%           vbICA1: Expectations of (source signals.^2)
%           vbICA2: Precisions of source posterior
% hmm       hmm source model
%
%
%
% -----------
% Output
% -----------
% 
% BLOCK is a data structure with the following fields:
%
% q_star    maximum likelihood state sequence 
%           The posterior: p(q_t=i given X)
% delta     prob. of each previous state: see eq 33a Rabiner (1989)
% psi       most likely pre-cursor state: see eq 33b Rabiner (1989)
%
%
% LL        log likelihood of model
% LL_best   log likelihood of best sequence
%
%
% --------------------------------------------------------------
%
% Original code by Iead Rezek
% Paper: Learning Ensemble Hidden Markov Models for Biosignal 
%        Analysis (www.robots.ox.ac.uk/~parg)
%
% Modified by Rizwan Choudrey for use in vbICA model
% Thesis: Variational Methods for Bayesian Independent
%         Component Analysis (www.robots.ox.ac.uk/~parg)


[comps points] = size(x);
if comps~=hmm.m
  m = hmm.m;
  ALGORITHM = 1;
  x = repmat(x,m,1);
  x_sq = repmat(x_sq,m,1);
else
  ALGORITHM = 2;
end

  
T=length(x);
tiny=eps;
N=1;

K=hmm.m;
P=hmm.P;
Pi=hmm.pi;

alpha=zeros(T,K);
beta=zeros(T,K);
gamma=zeros(T,K);

% Initialise Viterbi bits
delta=zeros(T,K);
psi=zeros(T,K);


Gamma=[];
Gammasum=zeros(1,K);
Xi=zeros(T-1,K*K);
likv=zeros(1,N);


for n=1:N
  
  if ALGORITHM == 1
    B=scalexp(log_ptilde1(x,x_sq,hmm))'; 
  else
    x_prec = x_sq;
    B=scalexp(log_ptilde2(x,x_sq,hmm))'; 
  end
  scale=zeros(T,1);

  % Scaling for delta
  dscale=zeros(T,1);

  alpha(1,:)=Pi(:)'.*B(1,:);
  scale(1)=sum(alpha(1,:)); 
  alpha(1,:)=alpha(1,:)/(scale(1)+tiny);
  % For viterbi decoding
  delta(1,:) = alpha(1,:);    % Eq. 32(a) Rabiner (1989)

  % Eq. 32(b) Psi already zero
  for i=2:T
    alpha(i,:)=(alpha(i-1,:)*P).*B(i,:); 
    scale(i)=sum(alpha(i,:));
    alpha(i,:)=alpha(i,:)/(scale(i)+tiny);
  
    for k=1:K,
      v=delta(i-1,:).*P(:,k)';
      mv=max(v);
      delta(i,k)=mv*B(i,k);  % Eq 33a Rabiner (1989)
      if length(find(v==mv)) > 1
        % no unique maximum - so pick one at random
	tmp1=find(v==mv);
	tmp2=rand(length(tmp1),1);
	[tmp3,tmp4]=max(tmp2);
	psi(i,k)=tmp4;
      else      
	psi(i,k)=find(v==mv);  % ARGMAX; Eq 33b Rabiner (1989)
      end
    end;
  
    % SCALING FOR DELTA ????
    dscale(i)=sum(delta(i,:));
    delta(i,:)=delta(i,:)/(dscale(i)+tiny);
    
  end;

  % Get beta values for single state decoding
  beta(T,:)=ones(1,K)/scale(T);
  for i=T-1:-1:1
    beta(i,:)=(beta(i+1,:).*B(i+1,:))*(P')/scale(i); 
  end;
    
  % Get gamma values for single state decoding
  gamma=(alpha.*beta); 
  gamma=rdiv(gamma,rsum(gamma));
  gammasum=sum(gamma);
    
  xi=zeros(T-1,K*K);
  for i=1:T-1
    t=P.*( alpha(i,:)' * (beta(i+1,:).*B(i+1,:)));
    xi(i,:)=t(:)'/sum(t(:));
  end;
    
  likv(n)=sum(log(scale+(scale==0)*tiny));
  lik_best(n)=sum(log(dscale+(dscale==0)*tiny));
  Gamma=[Gamma; gamma];
  Gammasum=Gammasum+gammasum;

  block(n).delta=delta;
  block(n).gamma=gamma;
  block(n).psi=psi;
end;

% Backtracking for Viterbi decoding
for n=1:N
  
  block(n).q_star (T) = find(block(n).delta(T,:)==max(block(n).delta(T,:)));% Eq 34b Rabiner;
  
  for i=T-1:-1:1,
    block(n).q_star(i) = block(n).psi(i+1,block(n).q_star(i+1));
  end
end

LL=sum(likv);

LL_best=sum(lik_best);