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rli
pbdlib-matlab
Commits
dcec34b0
Commit
dcec34b0
authored
Aug 10, 2016
by
Sylvain Calinon
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Commented alpha param in semi-tied GMM
parent
162b66a9
Changes
2
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2 changed files
with
7 additions
and
2 deletions
+7
-2
demo_semitiedGMM01.m
demo_semitiedGMM01.m
+2
-2
m_fcts/EM_semitiedGMM.m
m_fcts/EM_semitiedGMM.m
+5
-0
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demo_semitiedGMM01.m
View file @
dcec34b0
...
...
@@ -77,6 +77,6 @@ view(-40,6); axis equal;
%print('-dpng','graphs/demo_semitiedGMM01.png');
pause
;
close
all
;
%
pause;
%
close all;
m_fcts/EM_semitiedGMM.m
View file @
dcec34b0
...
...
@@ -56,6 +56,10 @@ end
if
~
isfield
(
model
,
'params_nbVariationSteps'
)
model
.
params_nbVariationSteps
=
50
;
end
% if ~isfield(model,'params_alpha')
% model.params_alpha = 1.0;
% end
if
~
isfield
(
model
,
'B'
)
model
.
B
=
eye
(
model
.
nbVar
)
*
model
.
params_Bsf
;
model
.
InitH
=
pinv
(
model
.
B
)
+
eye
(
model
.
nbVar
)
*
model
.
params_diagRegFact
;
...
...
@@ -100,6 +104,7 @@ for nbIter=1:model.params_nbMaxSteps
model
.
H
=
pinv
(
model
.
B
)
+
eye
(
model
.
nbVar
)
*
model
.
params_diagRegFact
;
for
i
=
1
:
model
.
nbStates
model
.
Sigma
(:,:,
i
)
=
model
.
H
*
model
.
SigmaDiag
(:,:,
i
)
*
model
.
H
'
;
%Eq.(3)
%model.Sigma(:,:,i) = model.params_alpha*(model.H*model.SigmaDiag(:,:,i)*model.H') + (1 - model.params_alpha)*model.S(:,:,i); % Eq. (10)
end
%Compute average log-likelihood
...
...
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