P=rand(2,4); for i=1:4, P(:,i)=P(:,i)./sum(P(:,i)); end; for i=1:4, P2(:,i)=reshape(P(:,i)*P(:,i)',4,1); end; hmm1.P=P2; hmm1.K=4; N=4096; hmm1.Pi=ones(1,hmm1.K)./hmm1.K; hmm1.obsmodel='Gauss'; hmm1.state(1).Mu=-6;hmm1.state(2).Mu=-3;hmm1.state(3).Mu=3;hmm1.state(4).Mu=6; hmm1.state(1).Mu=-6;hmm1.state(2).Mu=-3;hmm1.state(3).Mu=3;hmm1.state(4).Mu=6; hmm1.state(1).Cov=1.5;hmm1.state(2).Cov=1.5;hmm1.state(3).Cov=1.5;hmm1.state(4).Cov=1.5; simdata1=hmmsim(hmm1,N); hmm2.Pi=[1/2 1/2]; hmm2.P=[3/4 1/2; 1/4 1/2]; hmm2.K=2; hmm2.obsmodel='Gauss'; hmm2.state(1).Mu=-5;hmm2.state(2).Mu=0; hmm2.state(1).Cov=2;hmm2.state(2).Cov=1; simdata2=hmmsim(hmm2,N); cd ../complex X1=simdata1.Xclass; X2=simdata2.Xclass; U1=embed(X1,20,1); S1=svd(U1,0); U2=embed(X2,20,1); S2=svd(U2,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,2); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,3); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,4); S1=svd(U1,0); plot(1:20,S1,1:20,S2) hmm1.state(1).Mu=-5;hmm1.state(2).Mu=0;hmm1.state(3).Mu=-5; ... hmm1.state(4).Mu=0; cd ../hmmbox_3_2 simdata1=hmmsim(hmm1,N); hmmt1.K=2; hmmt1=hmminit(simdata1.Xseries,hmmt1,'diag'); hmmt1.train.cyc=30; hmmt1.obsmodel='Gauss'; hmmt1.train.obsupdate=ones(1,hmmt1.K); hmmt1.train.init=1; hmmt1=hmmtrain(simdata1.Xseries,N,hmmt1); [block1]=hmmdecode(simdata1.Xseries,N,hmmt1); hmmt2.K=2; hmmt2=hmminit(simdata2.Xseries,hmmt2,'diag'); hmmt2.train.cyc=30; hmmt2.obsmodel='Gauss'; hmmt2.train.obsupdate=ones(1,hmmt2.K); hmmt2.train.init=1; hmmt2=hmmtrain(simdata2.Xseries,N,hmmt2); [block2]=hmmdecode(simdata2.Xseries,N,hmmt2); cd ../complex X1=block1.q_star; X2=block2.q_star; U1=embed(X1,20,1); S1=svd(U1,0); U2=embed(X2,20,1); S2=svd(U2,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,2); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,3); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,4); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U2=embed(X2,20,4); S2=svd(U2,0); plot(1:20,S1,1:20,S2) cd ../gmm [gmm1,lik] = gmmem (struct('timeseries',simdata1.Xseries),2); [gmm2,lik] = gmmem (struct('timeseries',simdata2.Xseries),2); cd ../complex X1=gmm1.pjgx; X2=gmm2.pjgx; U1=embed(X1,20,1); S1=svd(U1,0); U2=embed(X2,20,1); S2=svd(U2,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,2); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,3); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U1=embed(X1,20,4); S1=svd(U1,0); plot(1:20,S1,1:20,S2) U2=embed(X2,20,4); S2=svd(U2,0); plot(1:20,S1,1:20,S2) U1=embed(X1,10,1); S1=svd(U1,0); U2=embed(X2,10,1); S2=svd(U2,0); plot(1:10,S1,1:10,S2)
