www.pudn.com > HMM1.zip > clg_prob.m

function p = eval_pdf_clg(X,Y,mu,Sigma,W) 
% function p = eval_pdf_clg(X,Y,mu,Sigma,W) 
% 
% p(c,t) = N(Y(:,t); mu(:,c) + W(:,:,c)*X(:,t), Sigma(:,:,c)) 
 
[d T] = size(Y); 
[d nc] = size(mu); 
p = zeros(nc,T); 
for c=1:nc 
  denom = (2*pi)^(d/2)*sqrt(abs(det(Sigma(:,:,c)))); 
  M = repmat(mu(:,c), 1, T) + W(:,:,c)*X; 
  mahal = sum(((Y-M)'*inv(Sigma(:,:,c))).*(Y-M)',2);  
  p(c,:) = (exp(-0.5*mahal) / denom)'; 
end