wehub-resource-sync
32 lines
782 B
Matlab
Executable File
32 lines
782 B
Matlab
Executable File
function [z, llh] = hmmViterbi(model, x)
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% Viterbi algorithm (calculated in log scale to improve numerical stability).
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% Input:
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% x: 1 x n integer vector which is the sequence of observations
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% model: model structure which contains
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% model.s: k x 1 start probability vector
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% model.A: k x k transition matrix
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% model.E: k x d emission matrix
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% Output:
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% z: 1 x n latent state
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% llh: loglikelihood
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% Written by Mo Chen (sth4nth@gmail.com).
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n = size(x,2);
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X = sparse(x,1:n,1);
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s = log(model.s);
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A = log(model.A);
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M = log(model.E*X);
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k = numel(s);
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Z = zeros(k,n);
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Z(:,1) = 1:k;
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v = s(:)+M(:,1);
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for t = 2:n
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[v,idx] = max(bsxfun(@plus,A,v),[],1); % 13.68
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v = v(:)+M(:,t);
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Z = Z(idx,:);
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Z(:,t) = 1:k;
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end
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[llh,idx] = max(v);
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z = Z(idx,:);
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