MATLAB---贝叶斯算法

clear;
clc;
N=29;w=4;n=3;N1=4;N2=7;N3=8;N4=10;
A=[864.45 877.88 1418.79 1449.58;1647.31 2031.66 1775.89 1641.58;2665.9  3071.18  2772.9 3045.12]; % A belongs to w1
B=[2352.12 2297.28 2092.62 2205.36 2949.16 2802.88 2063.54
     2557.04 3340.14 3177.21 3243.74 3244.44 3017.11 3199.76
     1411.53 535.62 584.32 1202.69 662.42 1984.98 1257.21]; %B belongs to w2
C=[1739.94 1756.77 1803.58 1571.17 1845.59 1692.62 1680.67 1651.52
     1675.15 1652 1583.12 1731.04 1918.81 1867.5 1575.78 1713.28 
     2395.96 1514.98 2163.05 1735.33 2226.49 2108.97 1725.1 1570.38]; %C belongs to w3
 D=[373.3 222.85 401.3 363.34 104.8 499.85 172.78 341.59 291.02 237.63
      3087.05 3059.54 3259.94 3477.95 3389.83 3305.75 3084.49 3076.62 3095.68 3077.78
      2429.47 2002.33 2150.98 2462.86 2421.83 3196.22 2328.65 2438.63 2088.95 2251.96]; % D belongs to w4
  X1=mean(A')'
  X2=mean(B')'
  X3=mean(C')'
  X4=mean(D')'  % mean of training samples for each category 
  S1=cov(A')
  S2=cov(B')
  S3=cov(C')
  S4=cov(D') % covariance matrix of training samples for each type
  S1_=inv(S1)
  S2_=inv(S2)
  S3_=inv(S3)
  S4_=inv(S4)% inverse matrix of training samples for each type
  S11=det(S1)
  S22=det(S2)
  S33=det(S3)
  S44=det(S4) %  determinant of convariance matrix
  Pw1=N1/N
  Pw2=N2/N
  Pw3=N3/N
  Pw4=N4/N
  %Priori probability
  sample=[1702.8 1639.79 2068.74
1877.93 1860.96 1975.3
867.81 2334.68 2535.1
1831.49 1713.11 1604.68
460.69 3274.77 2172.99
2374.98 3346.98 975.31
2271.89 3482.97 946.7
1783.64 1597.99 2261.31
198.83 3250.45 2445.08
1494.63 2072.59 2550.51
1597.03 1921.52 2126.76
1598.93 1921.08 1623.33
1243.13 1814.07 3441.07
2336.31 2640.26 1599.63
354 3300.12 2373.61
2144.47 2501.62 591.51
426.31 3105.29 2057.8
1507.13 1556.89 1954.51
343.07 3271.72 2036.94
2201.94 3196.22 935.53
2232.43 3077.87 1298.87
1580.1 1752.07 2463.04
1962.4 1594.97 1835.95
1495.18 1957.44 3498.02
1125.17 1594.39 2937.73
24.22 3447.31 2145.01
1269.07 1910.72 2701.97
1802.07 1725.81 1966.35
1817.36 1927.4 2328.79
1860.45 1782.88 1875.13];
% Posterior probability as the following
for k=1:30
P1=-1/2*(sample(k,:)'-X1)'*S1_*(sample(k,:)'-X1)+log(Pw1)-1/2*log(S11);
P2=-1/2*(sample(k,:)'-X2)'*S2_*(sample(k,:)'-X2)+log(Pw2)-1/2*log(S22);
P3=-1/2*(sample(k,:)'-X3)'*S3_*(sample(k,:)'-X3)+log(Pw3)-1/2*log(S33);
P4=-1/2*(sample(k,:)'-X4)'*S4_*(sample(k,:)'-X4)+log(Pw4)-1/2*log(S44);
P=[ P1 P2 P3 P4]
Pmax=max(P)
  if P1==max(P)
    w=1
      plot3(sample(k,1),sample(k,2),sample(k,3),'ro');grid on;hold on;
 elseif P2==max(P)
    w=2
      plot3(sample(k,1),sample(k,2),sample(k,3),'b>');grid on;hold on;
  elseif  P3==max(P)
      w=3
      plot3(sample(k,1),sample(k,2),sample(k,3),'g+');grid on;hold on;
  elseif P4==max(P)
      w=4
      plot3(sample(k,1),sample(k,2),sample(k,3),'y*');grid on;hold on;
  else
    return
     end
end

X1 =

   1.0e+03 *

   1.152675000000000
   1.774110000000000
   2.888774999999999


X2 =

   1.0e+03 *

   2.394708571428571
   3.111348571428572
   1.091252857142857


X3 =

   1.0e+03 *

   1.717732500000000
   1.714585000000000
   1.930032500000000


X4 =

   1.0e+03 *

   0.300846000000000
   3.191462999999999
   2.377188000000000


S1 =

   1.0e+05 *

   1.058519049666666  -0.243672190666667   0.098992338333333
  -0.243672190666667   0.333258706000000   0.181040991333333
   0.098992338333333   0.181040991333333   0.402718747666666


S2 =

   1.0e+05 *

   1.203515706476190  -0.062665951190476   0.407666054714286
  -0.062665951190476   0.693132576142857  -0.749859064952381
   0.407666054714286  -0.749859064952381   2.818153461904762


S3 =

   1.0e+05 *

   0.076576230214286   0.014979922000000   0.153577252500000
   0.014979922000000   0.153407419428571   0.129408567714286
   0.153577252500000   0.129408567714286   1.104023086214286


S4 =

   1.0e+05 *

   0.139466530266667   0.031677262800000   0.210403123244444
   0.031677262800000   0.238012203566667   0.217209130288889
   0.210403123244444   0.217209130288889   1.088291396844444


S1_ =

   1.0e-04 *

   0.141949039856477   0.162407741955397  -0.107902416351734
   0.162407741955397   0.582841721124659  -0.301936192012301
  -0.107902416351734  -0.301936192012301   0.410570257743875


S2_ =

   1.0e-04 *

   0.087696752125058  -0.008138192696592  -0.014851386584057
  -0.008138192696592   0.203344798764831   0.055283577590749
  -0.014851386584057   0.055283577590749   0.052342535624544


S3_ =

   1.0e-03 *

   0.181335101180276   0.003963731725881  -0.025689578253096
   0.003963731725881   0.072425266359282  -0.009040743023059
  -0.025689578253096  -0.009040743023059   0.013691094543604


S4_ =

   1.0e-03 *

   0.101789647104775   0.005394613449394  -0.020756039261065
   0.005394613449394   0.051657518428909  -0.011353143289656
  -0.020756039261065  -0.011353143289656   0.015467495117128


S11 =

     7.145781915040528e+13


S22 =

     1.586222200955639e+15


S33 =

     8.416393420494519e+12


S44 =

     2.081221747302809e+13


Pw1 =

   0.137931034482759


Pw2 =

   0.241379310344828


Pw3 =

   0.275862068965517


Pw4 =

   0.344827586206897


P =

   1.0e+02 *

  -0.347512458556192  -0.377619298765584  -0.166743942325226  -1.711604042361394


Pmax =

 -16.674394232522630


w =

     3


P =

   1.0e+02 *

  -0.495808074347476  -0.320756112513402  -0.191319317589630  -1.857205886142304


Pmax =

 -19.131931758962985


w =

     3


P =

   1.0e+02 *

  -0.325380368974539  -0.368428747683632  -1.058244568535408  -0.489684173722980


Pmax =

 -32.538036897453921


w =

     1


P =

   1.0e+02 *

  -0.615273016495049  -0.366997527249912  -0.190122730734145  -1.960725427899044


Pmax =

 -19.012273073414498


w =

     3


P =

   1.0e+02 *

  -1.076977428776064  -0.429981684653266  -2.446344473636417  -0.191425237379292


Pmax =

 -19.142523737929174


w =

     4


P =

   1.0e+02 *

  -3.231237183696745  -0.193721993016539  -1.925328987369824  -3.157399127375044


Pmax =

 -19.372199301653872


w =

     2


P =

   1.0e+02 *

  -3.440689717572647  -0.201602015137132  -1.974786253508708  -2.985021050872763


Pmax =

 -20.160201513713236


w =

     2


P =

   1.0e+02 *

  -0.288734580500097  -0.379473775523955  -0.175636933742260  -1.827101013591945


Pmax =

 -17.563693374225991


w =

     3


P =

   1.0e+02 *

  -0.842886376261127  -0.507629045333813  -3.162804246123065  -0.171190135250317


Pmax =

 -17.119013525031711


w =

     4


P =

   1.0e+02 *

  -0.296604835376749  -0.318272160822555  -0.291895398730490  -1.121974885250908


Pmax =

 -29.189539873049021


w =

     3


P =

   1.0e+02 *

  -0.399949922160553  -0.325544188971303  -0.194479953664775  -1.382933382255276


Pmax =

 -19.447995366477528


w =

     3


P =

   1.0e+02 *

  -0.656213294338128  -0.332002608405710  -0.191754725963717  -1.487787547165202


Pmax =

 -19.175472596371659


w =

     3


P =

   1.0e+02 *

  -0.231507614692569  -0.422484727448799  -0.694563665246198  -1.081710555995318


Pmax =

 -23.150761469256928


w =

     1


P =

   1.0e+02 *

  -1.506823168035746  -0.205668665361725  -0.929234211936244  -2.617162702691891


Pmax =

 -20.566866536172515


w =

     2


P =

   1.0e+02 *

  -0.952728849113573  -0.473863371529697  -2.777827392501171  -0.168863473654462


Pmax =

 -16.886347365446191


w =

     4


P =

   1.0e+02 *

  -2.354394287960419  -0.250041374909669  -0.929043863540774  -2.738237743250796


Pmax =

 -25.004137490966947


w =

     2


P =

   1.0e+02 *

  -0.986750407631300  -0.411397121008969  -2.330440265977830  -0.186407830660849


Pmax =

 -18.640783066084932


w =

     4


P =

   1.0e+02 *

  -0.343114313035573  -0.414902545740842  -0.213934645115504  -1.529499654841820


Pmax =

 -21.393464511550441


w =

     3


P =

   1.0e+02 *

  -1.142255531664389  -0.439679340341178  -2.691704268553619  -0.181769227932474


Pmax =

 -18.176922793247357


w =

     4


P =

   1.0e+02 *

  -2.932195967044705  -0.191167592080381  -1.522278792058808  -2.734274695880629


Pmax =

 -19.116759208038115


w =

     2


P =

   1.0e+02 *

  -2.316066239249319  -0.191683193464180  -1.291232679381424  -2.562709417076466


Pmax =

 -19.168319346418016


w =

     2


P =

   1.0e+02 *

  -0.244898591652870  -0.359915332626235  -0.215651110406853  -1.424473067981293


Pmax =

 -21.565111040685338


w =

     3


P =

   1.0e+02 *

  -0.474226464594098  -0.382726907505632  -0.225483308033057  -2.195497646101166


Pmax =

 -22.548330803305678


w =

     3


P =

   1.0e+02 *

  -0.227586655698655  -0.381842020531792  -0.449330460662646  -1.180111808022854


Pmax =

 -22.758665569865546


w =

     1


P =

   1.0e+02 *

  -0.192873617028170  -0.447371806232734  -0.721962623729349  -1.127623480577574


Pmax =

 -19.287361702816991


w =

     1


P =

   1.0e+02 *

  -1.177652290945027  -0.539294820946693  -3.795943927020383  -0.213596680456660


Pmax =

 -21.359668045666027


w =

     4


P =

 -20.550821889462817 -36.825065884124712 -47.071600201823159 -98.798429553919632


Pmax =

 -20.550821889462817


w =

     1


P =

   1.0e+02 *

  -0.430681233913714  -0.353828466209347  -0.167483303119652  -1.819830447802539


Pmax =

 -16.748330311965223


w =

     3


P =

   1.0e+02 *

  -0.364517997189849  -0.310477375895759  -0.180932137165613  -1.652229329526691


Pmax =

 -18.093213716561252


w =

     3


P =

   1.0e+02 *

  -0.506917932386982  -0.340119629919988  -0.184785605256352  -1.897614735727016


Pmax =

 -18.478560525635178


w =

     3