EST_dynamic_model.h

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/*                   Author :  Simon King                                */
/*                   Date   :  June 1998                                 */
/*-----------------------------------------------------------------------*/
/*                  Dynamical models for ASR                             */
/*                                                                       */
/*=======================================================================*/

#include <cstdlib>
#include <cstdio>
#include <fstream>
#include "EST.h"
#include "EST_model_types.h"

// for now, CSMM means continuous-state Markov model
class CSMM
{
public:
    refcounted_EST_DMatrixP F;
    refcounted_EST_DMatrixP H;
    refcounted_EST_DVectorP u_v;
    refcounted_EST_DMatrixP Q_v;
    refcounted_EST_DVectorP u_w; 
    refcounted_EST_DMatrixP Q_w;
    refcounted_EST_DVectorP mean_initial_x;
    stats_accumulator stats;
};

bool operator ==(const CSMM &, const CSMM &);
ostream& operator <<(ostream &s, const CSMM &);

/// somewhere to keep the model parameters
struct CSMM_parameter_set
{
    EST_TKVL<EST_String,refcounted_EST_DMatrixP> matrix_set;
    EST_TKVL<EST_String,refcounted_EST_DVectorP> vector_set;
};

/// somewhere to keep the models
struct CSMM_set
{
    EST_TKVL<EST_String,CSMM> model_set;
    CSMM_parameter_set parameter_set;
};



ostream& operator <<(ostream &s, const CSMM_set &ms);

bool
create_empty_CSMM(EST_String model_name,
          CSMM_set &model_set,
          const int model_order,
          const int observation_order);

/// at last, some interesting functions
bool
E_step(CSMM &model,
       EST_DMatrix &mean_initial_covar_x,
       const EST_TrackList &train_data,
       const bool trace);
bool
M_step(CSMM &model,
       const bool trace);
bool
EM_shared_hidden_space(CSMM_set &models,
               const int model_order,
               EST_DMatrix &mean_initial_covar_x,
               const EST_TrackList &train_data,
               const int iterations,
               const bool trace);
EST_write_status
save_CSMM_set(CSMM_set &model_set, const EST_String &dirname, const EST_String &type);

EST_read_status
load_CSMM_set(CSMM_set &model_set, const EST_String &dirname);

double
CSMM_Mahalanobis_distance(const CSMM &model, const EST_Track &t);