diff options
Diffstat (limited to 'sourcecodes/bnt-master/HMM/mhmm_sample.m')
| -rw-r--r-- | sourcecodes/bnt-master/HMM/mhmm_sample.m | 31 |
1 files changed, 31 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/HMM/mhmm_sample.m b/sourcecodes/bnt-master/HMM/mhmm_sample.m new file mode 100644 index 00000000..83034cd4 --- /dev/null +++ b/sourcecodes/bnt-master/HMM/mhmm_sample.m @@ -0,0 +1,31 @@ +function [obs, hidden] = mhmm_sample(T, numex, initial_prob, transmat, mu, Sigma, mixmat) +% SAMPLE_MHMM Generate random sequences from an HMM with (mixtures of) Gaussian output. +% [obs, hidden] = sample_mhmm(T, numex, initial_prob, transmat, mu, Sigma, mixmat) +% +% INPUTS: +% T - length of each sequence +% numex - num. sequences +% init_state_prob(i) = Pr(Q(1) = i) +% transmat(i,j) = Pr(Q(t+1)=j | Q(t)=i) +% mu(:,j,k) = mean of Y(t) given Q(t)=j, M(t)=k +% Sigma(:,:,j,k) = cov. of Y(t) given Q(t)=j, M(t)=k +% mixmat(j,k) = Pr(M(t)=k | Q(t)=j) : set to ones(Q,1) or omit if single mixture +% +% OUTPUT: +% obs(:,t,l) = observation vector at time t for sequence l +% hidden(t,l) = the hidden state at time t for sequence l + +Q = length(initial_prob); +if nargin < 7, mixmat = ones(Q,1); end +O = size(mu,1); +hidden = zeros(T, numex); +obs = zeros(O, T, numex); + +hidden = mc_sample(initial_prob, transmat, T, numex)'; +for i=1:numex + for t=1:T + q = hidden(t,i); + m = sample_discrete(mixmat(q,:), 1, 1); + obs(:,t,i) = gaussian_sample(mu(:,q,m), Sigma(:,:,q,m), 1); + end +end |