standardize.m

马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马尔可夫于1907年提出。本程序是对隐马尔可夫模型的一个完整的建模。

function [S, mu, sigma2] = standardize(M, mu, sigma2)
% function S = standardize(M, mu, sigma2)
% Make each column of M be zero mean, std 1.
% Thus each row is scaled separately.
%
% If mu, sigma2 are omitted, they are computed from M

M = double(M);
if nargin < 2
  mu = mean(M,2);
  sigma2 = std(M,0,2);
  sigma2 = sigma2 + eps*(sigma2==0);
end

[nrows ncols] = size(M);
S = M - repmat(mu(:), [1 ncols]);
S = S ./ repmat(sigma2, [1 ncols]);