hmm的matlab源代码,隐马尔科夫HMM在matlab实现的两个例子如何读懂，附HMM工具箱

最新推荐文章于 2024-06-18 15:11:19 发布

weixin_39575737

最新推荐文章于 2024-06-18 15:11:19 发布

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文章标签： hmm的matlab源代码

% ①定义一个HMM并训练这个HMM。

% ②用一组观察值测试这个HMM，计算该组观察值域HMM的匹配度。

% 修改：旺齐齐

% 修改部分为：添加 HMM2 模型。测试一个观察序列更加符合哪个哪个HMM模型。

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% O：观察状态数

O = 7;

O2 = 7;

% Q：HMM状态数

Q = 5;

Q2 = 5;

%训练的数据集,每一行数据就是一组训练的观察值

data=[1,2,3,1,2,2,4,2,3,1,2,7,2;

1,2,3,6,2,2,1,4,3,1,5,3,1;

1,2,3,1,2,5,1,2,4,1,2,3,2;

1,2,7,1,2,2,1,2,5,1,2,4,1;

5,2,3,3,5,2,1,2,3,1,2,3,6;

1,2,3,1,2,2,1,6,5,1,2,6,4;

5,2,3,4,4,2,1,2,3,1,2,5,6;

1,2,6,1,2,2,1,2,3,1,4,3,2;

1,2,3,4,2,7,1,4,3,1,7,3,3;

5,2,3,5,2,2,1,2,3,1,2,3,4;

5,2,4,1,2,2,5,2,3,7,1,6,2;]

data2 = [1,2,3,1,2,2,4,2,3,1,2,7,2;

1,2,3,6,2,2,1,4,3,1,5,3,1;

1,2,3,1,2,5,1,2,4,1,2,3,2;

1,2,7,1,2,2,1,2,5,1,2,4,1;

5,2,3,3,5,2,1,2,3,1,2,3,6;

1,2,3,1,2,2,1,6,5,1,2,6,4;

5,2,3,4,4,2,1,2,3,1,2,5,6;

1,2,6,1,2,2,1,2,3,1,4,3,2;

1,2,3,4,2,7,1,4,3,1,7,3,3;

5,2,3,5,2,2,1,2,3,1,2,3,4;

4,2,5,1,2,2,6,2,3,7,1,6,4;]

% initial guess of parameters

% 初始化参数

prior1 = normalise(rand(Q,1));

transmat1 = mk_stochastic(rand(Q,Q));

obsmat1 = mk_stochastic(rand(Q,O));

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 添加部分

prior3 = normalise(rand(Q2,1));

transmat3 = mk_stochastic(rand(Q2,Q2));

obsmat3 = mk_stochastic(rand(Q2,O2));

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% improve guess of parameters using EM

% 用data数据集训练参数矩阵形成新的HMM模型

[LL, prior2, transmat2, obsmat2] = dhmm_em(data, prior1, transmat1, obsmat1, 'max_iter', size(data,1));

% 训练后那行观察值与HMM匹配度

% 训练后的初始概率分布

prior2

% 训练后的状态转移概率矩阵

transmat2

% 观察值概率矩阵

obsmat2

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 添加部分

[LL2, prior4, transmat4, obsmat4] = dhmm_em(data2, prior3, transmat3, obsmat3, 'max_iter', size(data2,1));

LL2

prior4

transmat4

obsmat4

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% use model to compute log likelihood

% data1=[1,2,3,1,2,2,1,2,3,1,2,3,1]

data1 = [5,2,4,1,2,2,5,2,3,7,1,6,2]

loglik = dhmm_logprob(data1, prior2, transmat2, obsmat2)

% log lik is slightly different than LL(end), since it is computed after the final M step

% loglik 代表着data和这个hmm(三参数为prior2, transmat2, obsmat2)的匹配值，越大说明越匹配，0为极大值。

% path为viterbi算法的结果，即最大概率path

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 添加部分

loglik2 = dhmm_logprob(data1, prior4, transmat4, obsmat4)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

B = multinomial_prob(data1,obsmat2);

path = viterbi_path(prior2, transmat2, B)

save('sa.mat');

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 添加部分

B2 = multinomial_prob(data1,obsmat4);

path2 = viterbi_path(prior4, transmat4, B2)

save('sa2.mat');

if loglik2 > loglik

fuhe = 2

else

fuhe = 1

end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

------

运行结果

------

data =

1 2 3 1 2 2 4 2 3 1 2 7 2

1 2 3 6 2 2 1 4 3 1 5 3 1

1 2 3 1 2 5 1 2 4 1 2 3 2

1 2 7 1 2 2 1 2 5 1 2 4 1

5 2 3 3 5 2 1 2 3 1 2 3 6

1 2 3 1 2 2 1 6 5 1 2 6 4

5 2 3 4 4 2 1 2 3 1 2 5 6

1 2 6 1 2 2 1 2 3 1 4 3 2

1 2 3 4 2 7 1 4 3 1 7 3 3

5 2 3 5 2 2 1 2 3 1 2 3 4

5 2 4 1 2 2 5 2 3 7 1 6 2

data2 =

1 2 3 1 2 2 4 2 3 1 2 7 2

1 2 3 6 2 2 1 4 3 1 5 3 1

1 2 3 1 2 5 1 2 4 1 2 3 2

1 2 7 1 2 2 1 2 5 1 2 4 1

5 2 3 3 5 2 1 2 3 1 2 3 6

1 2 3 1 2 2 1 6 5 1 2 6 4

5 2 3 4 4 2 1 2 3 1 2 5 6

1 2 6 1 2 2 1 2 3 1 4 3 2

1 2 3 4 2 7 1 4 3 1 7 3 3

5 2 3 5 2 2 1 2 3 1 2 3 4

4 2 5 1 2 2 6 2 3 7 1 6 4

iteration 1, loglik = -327.100465

iteration 2, loglik = -238.259812

iteration 3, loglik = -232.962948

iteration 4, loglik = -223.323891

iteration 5, loglik = -207.630875

iteration 6, loglik = -191.012697

iteration 7, loglik = -178.611546

iteration 8, loglik = -171.524132

iteration 9, loglik = -168.626526

iteration 10, loglik = -167.387057

iteration 11, loglik = -166.689175

LL =

Columns 1 through 9

-327.1005 -238.2598 -232.9629 -223.3239 -207.6309 -191.0127 -178.6115 -171.5241 -168.6265

Columns 10 through 11

-167.3871 -166.6892

prior2 =

0.0000

1.0000

0.0000

transmat2 =

0.0138 0.0089 0.7680 0.1060 0.1033

0.7811 0.0000 0.0199 0.0067 0.1923

0.0000 0.9936 0.0000 0.0064 0.0000

0.1686 0.2604 0.2242 0.3398 0.0070

0.0053 0.0406 0.8350 0.1184 0.0007

obsmat2 =

0.0000 0.2351 0.5738 0.0256 0.1118 0.0186 0.0351

0.0000 0.8270 0.0000 0.0790 0.0256 0.0456 0.0228

0.7514 0.0021 0.0011 0.0550 0.1472 0.0432 0.0000

0.0014 0.4208 0.0447 0.4366 0.0023 0.0887 0.0055

0.0000 0.0784 0.3223 0.2014 0.0116 0.1525 0.2338

iteration 1, loglik = -277.738670

iteration 2, loglik = -242.163247

iteration 3, loglik = -238.321971

iteration 4, loglik = -233.166746

iteration 5, loglik = -225.682259

iteration 6, loglik = -214.560296

iteration 7, loglik = -201.182015

iteration 8, loglik = -189.427453

iteration 9, loglik = -179.156352

iteration 10, loglik = -171.744096

iteration 11, loglik = -168.409063

LL2 =

Columns 1 through 9

-277.7387 -242.1632 -238.3220 -233.1667 -225.6823 -214.5603 -201.1820 -189.4275 -179.1564

Columns 10 through 11

-171.7441 -168.4091

prior4 =

0.0000

0.9982

0.0004

0.0014

0.0000

transmat4 =

0.0873 0.5277 0.2799 0.1007 0.0045

0.0002 0.0000 0.0005 0.0000 0.9994

0.0180 0.0000 0.0118 0.0011 0.9692

0.0436 0.0226 0.0810 0.0219 0.8310

0.9746 0.0056 0.0003 0.0195 0.0000

obsmat4 =

0.0000 0.2012 0.5080 0.0580 0.1093 0.0465 0.0770

0.7939 0.0001 0.0000 0.0745 0.1277 0.0038 0.0000

0.4120 0.1044 0.0049 0.1736 0.0032 0.3017 0.0001

0.4527 0.0622 0.0637 0.2568 0.0549 0.0295 0.0802

0.0000 0.8172 0.0000 0.0943 0.0270 0.0389 0.0225

data1 =

5 2 4 1 2 2 5 2 3 7 1 6 2

loglik =

-19.2351

loglik2 =

-21.0715

path =

3 2 5 3 2 1 3 2 1 5 3 2 1

path2 =

2 5 1 2 5 1 2 5 1 1 2 5 1

fuhe =

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hmm的matlab源代码,隐马尔科夫HMM在matlab实现的两个例子如何读懂，附HMM工具箱

% ①定义一个HMM并训练这个HMM。% ②用一组观察值测试这个HMM，计算该组观察值域HMM的匹配度。% 修改：旺齐齐% 修改部分为：添加 HMM2 模型。测试一个观察序列更加符合哪个哪个HMM模型。%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% O：观察状态数O = 7;O2 = 7;% ...
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