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Highlights from EM for HMM Multivariate Gaussian processes

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EM for HMM Multivariate Gaussian processes

Sebastien PARIS (view profile)

15 Jul 2008 (Updated )

A fast implementation of the EM Algorithm for HMM Multivariate Gaussian Mixture

File Information
Description

em_ghmm : Expectation-Maximization algorithm for a HMM with Multivariate Gaussian measurement

Usage
-------
[logl , PI , A , M , S] = em_ghmm(Z , PI0 , A0 , M0 , S0 , [options]);

Inputs
-------

Z Measurements (m x K x n1 x ... x nl)

PI0 Initial probabilities (d x 1) : Pr(x_1 = i) , i=1,...,d. PI0 can be (d x 1 x v1 x ... x vr)

A0 Initial state transition probabilities matrix Pr(x_{k} = i| x_{k - 1} = j) such
sum_{x_k}(A0) = 1 => sum(A , 1) = 1. A0 can be (d x d x v1 x ... x vr).

M0 Initial mean vector. M0 can be (m x 1 x d x v1 x ... x vr)

S0 Initial covariance matrix. S0 can be (m x m x d x v1 x ... x vr)

options nb_ite Number of iteration (default [30])
update_PI Update PI (0/1 = no/[yes])
update_A Update PI (0/1 = no/[yes])
update_M Update M (0/1 = no/[yes])
update_S Update S (0/1 = no/[yes])

Outputs
-------

logl Final loglikelihood (n1 x ... x nl x v1 x ... x vr)

PI Estimated initial probabilities (d x 1 x n1 x ... x nl v1 x ... x vr)

A Estimated state transition probabilities matrix (d x d x n1 x ... x nl v1 x ... x vr)

M Estimated mean vector (m x 1 x d x n1 x ... x nl v1 x ... x vr)

S Estimated covariance vector (m x m x d x n1 x ... x nl v1 x ... x vr)

Run test_em_ghmm for demo

MATLAB release MATLAB 7.5 (R2007b)
13 Oct 2011 Sebastien PARIS

Sebastien PARIS (view profile)

Josiah,

No you can't model more than one gaussian .... sorry

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29 Aug 2011 Josiah

Josiah (view profile)

Can this code be used for HMM based speech recognition (training and recognition) or does it need tweaking via Rabiners paper? I assume for speech you would need more than one gaussian per state?

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21 Nov 2010 mepe mepe

mepe mepe (view profile)

Ok, thank you for the quick response!

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21 Nov 2010 Sebastien PARIS

Sebastien PARIS (view profile)

Unfortunatly, you can't do this job with this code ....

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21 Nov 2010 mepe mepe

mepe mepe (view profile)

How can I use your code for multvariate gaussian mixtures? I mean that every state of the HMM can have multiple gaussians. Can you please post an example?

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27 Sep 2010 Sebastien PARIS

Sebastien PARIS (view profile)

Have a look to :

Lawrence R. Rabiner (February 1989). "A tutorial on Hidden Markov Models and selected applications in speech recognition". Proceedings of the IEEE 77 (2): 257–286.

Regards

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21 Sep 2010 Dylan

Dylan (view profile)

Would you mind putting on the reference paper you used? Thanks.

23 Jul 2010 Dylan

Dylan (view profile)

28 Dec 2008 wang linghua

wang linghua (view profile)

01 Dec 2008 Sebastien PARIS

Sebastien PARIS (view profile)

Please read instructions how to compile mex-files in the top of each *.c files. eg. "mex -setup" and 'mex foo.c"

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01 Dec 2008 wang linghua

wang linghua (view profile)

??? Invalid MEX-file 'D:\mtlwork\em_ghmm\sample_ghmm.dll': 找不到指定的程序。
.
Error in ==> test_em_ghmm at 19
[Ztrain , Xtrain]= sample_ghmm(Ntrain , PI , A , M , S , L);

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27 Jul 2008 liudaohai liudaohai

mex -output em_ghmm.dll em_ghmm.c

mex -f mexopts_intel10amd.bat -output em_ghmm.dll em_ghmm.c

??? Error using ==> mex
Unable to complete successfully

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17 Dec 2008

-add mexme_em_ghmm and compatible with LCC compiler

19 Jan 2009

Fixed bug in the likelihood constant computation

04 Feb 2009

Correct a bug in likelihood_mvgm.c when d=1

19 Oct 2010

-Fixed bug with Linux64 & GCC

12 Oct 2011

-Minor update for Linux systems

19 Jan 2012

-Fixed a bug introduced in the last update

27 Nov 2012

-Fix 2 bugs (Thanks to Jonathan for reporting)