Mercurial > hg > ltpda
view m-toolbox/classes/+utils/@math/loglikelihood_matrix.m @ 0:f0afece42f48
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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % Compute log-likelihood % % M Nofrarias 15-06-09 % % $Id: loglikelihood_matrix.m,v 1.5 2011/11/16 08:52:50 nikos Exp $ % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [loglk snr]= loglikelihood_matrix(xn,in,out,noise,model,params,inModel,outModel) % parameters fs = in(1).objs(1).fs; % num. experiments nexp = numel(in); % num. transfer functions nmod = numel(model(1).objs(:)); noutChannels = sqrt(numel(noise(1).objs)); % loop over experiments loglk = 0; snr = 0; for i = 1:nexp if ((numel(in(1).objs) == 1) && numel(out(1).objs) == 1) freqs = in(i).objs(1).data.getX; % evaluate models if(isempty(outModel)) h11 = model(1).objs(1).setParams(params,xn).double; elseif (~isempty(outModel)) h11 = outModel(1,1).y * model(1).getObjectAtIndex(1,1).setParams(params,xn).double'; end % spectra to variance % (N*fs/2)* this multiplication is done now in mcmc C11 = noise(1).objs(1).data.getY; % compute elements of inverse cross-spectrum matrix InvS11 = 1./C11; % compute log-likelihood terms first, all at once does not cancel the % imag part when multiplying x.*conj(x) in1 = in(i).objs(1).data.getY; out1 = out(i).objs(1).data.getY; tmplt1 = h11.*in1; v1v1 = conj(out1 - tmplt1).*(out1 - tmplt1); %computing SNR snrexp = utils.math.stnr(tmplt1,0,out1,0,InvS11,0,0,0); snr = snr + 20*log10(snrexp); log1exp = sum(InvS11.*v1v1); loglk = loglk + log1exp; elseif ((numel(in(1).objs) == 2) && numel(out(1).objs) == 2) freqs = in(i).objs(1).data.getX; % loop over models if(isempty(outModel)) for j = 1:nmod % evaluate models h(:,j) = model(i).objs(j).setParams(params,xn).double; end elseif (~isempty(outModel)) h(:,1) = outModel(1,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double'; h(:,2) = outModel(2,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double'; h(:,3) = outModel(1,2).y * model(i).getObjectAtIndex(2,2).setParams(params,xn).double'; h(:,4) = outModel(2,2).y * model(i).getObjectAtIndex(2,2).setParams(params,xn).double'; end for j = 1:noutChannels^2 % spectra to variance % (N*fs/2)* this multiplication is done now in mcmc C(:,j) = noise(i).objs(j).data.getY; end % compute elements of inverse cross-spectrum matrix detm = (C(:,1).*C(:,4) - C(:,2).*C(:,3)); InvS11 = C(:,4)./detm; %1 4 InvS22 = C(:,1)./detm; %4 1 InvS12 = C(:,2)./detm; %2 2 InvS21 = C(:,3)./detm; %3 3 % compute log-likelihood terms first, all at once does not cancel the % imag part when multiplying x.*conj(x) in1 = in(i).objs(1).data.getY; in2 = in(i).objs(2).data.getY; out1 = out(i).objs(1).data.getY; out2 = out(i).objs(2).data.getY; tmplt1 = h(:,1).*in1 + h(:,3).*in2; tmplt2 = h(:,2).*in1 + h(:,4).*in2; % matrix index convention: H(1,1)->h(1) H(2,1)->h(2) H(1,2)->h(3) H(2,2)->h(4) v1v1 = conj(out1 - tmplt1).*(out1 - tmplt1); v2v2 = conj(out2 - tmplt2).*(out2 - tmplt2); v1v2 = conj(out1 - tmplt1).*(out2 - tmplt2); v2v1 = conj(out2 - tmplt2).*(out1 - tmplt1); %computing SNR snrexp = utils.math.stnr(tmplt1,tmplt2,out1,out2,InvS11,InvS22,InvS12,InvS21); snr = snr + 20*log10(snrexp); log1exp = sum(InvS11.*v1v1 + InvS22.*v2v2 - InvS12.*v1v2 - InvS21.*v2v1); loglk = loglk + log1exp; elseif ((numel(in(1).objs) == 4) && numel(out(1).objs) == 3) % here we are implementing only the magnetic case % We have 4 inputs (the 4 conformator waveforms of the magnetic % analysis and % 3 outputs (that correspond to the IFO.x12 and IFO.ETA1 and % IFO.PHI1 for j = 1:noutChannels^2 % spectra to variance % (N*fs/2)* this factor multiplication is done now in mcmc, % before splitting C(:,j) = noise(i).objs(j).data.getY; end if( isempty(inModel) && ~isempty(outModel)) freqs = in(i).objs(1).data.getX; % faster this way h(:,1) = outModel(1,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double; h(:,2) = outModel(2,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double; h(:,3) = outModel(3,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double; h(:,4) = outModel(1,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double; h(:,5) = outModel(2,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double; h(:,6) = outModel(3,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double; h(:,7) = outModel(1,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double; h(:,8) = outModel(2,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double; h(:,9) = outModel(3,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double; h(:,10) = outModel(1,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double; h(:,11) = outModel(2,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double; h(:,12) = outModel(3,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double; % compute elements of inverse cross-spectrum matrix detm = (C(:,1).*C(:,5).*C(:,9) + ... C(:,2).*C(:,6).*C(:,7) + ... C(:,3).*C(:,4).*C(:,8) -... C(:,7).*C(:,5).*C(:,3) -... C(:,8).*C(:,6).*C(:,1) -... C(:,9).*C(:,4).*C(:,2)); InvS11 = (C(:,5).*C(:,9) - C(:,8).*C(:,6))./detm; InvS12 = -(C(:,4).*C(:,9) - C(:,7).*C(:,6))./detm; InvS13 = (C(:,4).*C(:,8) - C(:,7).*C(:,5))./detm; InvS21 = -(C(:,2).*C(:,9) - C(:,8).*C(:,3))./detm; InvS22 = (C(:,1).*C(:,9) - C(:,7).*C(:,3))./detm; InvS23 = -(C(:,1).*C(:,8) - C(:,7).*C(:,2))./detm; InvS31 = (C(:,2).*C(:,6) - C(:,5).*C(:,3))./detm; InvS32 = -(C(:,1).*C(:,6) - C(:,4).*C(:,3))./detm; InvS33 = (C(:,1).*C(:,5) - C(:,4).*C(:,2))./detm; % compute log-likelihood terms first, all at once does not cancel the % imag part when multiplying x.*conj(x) for ll = 1:noutChannels outV(:,ll) = out(i).objs(ll).data.getY; end for kk = 1:model(i).ncols inV(:,kk) = in(i).objs(kk).data.getY; end % faster this way v(:,1) = outV(:,1) - h(:,1).*inV(:,1) - h(:,4).*inV(:,2) - h(:,7).*inV(:,3) - h(:,10).*inV(:,4); v(:,2) = outV(:,2) - h(:,2).*inV(:,1) - h(:,5).*inV(:,2) - h(:,8).*inV(:,3) - h(:,11).*inV(:,4); v(:,3) = outV(:,3) - h(:,3).*inV(:,1) - h(:,6).*inV(:,2) - h(:,9).*inV(:,3) - h(:,12).*inV(:,4); v1v1 = conj(v(:,1)).*v(:,1); v1v2 = conj(v(:,1)).*v(:,2); v1v3 = conj(v(:,1)).*v(:,3); v2v1 = conj(v(:,2)).*v(:,1); v2v2 = conj(v(:,2)).*v(:,2); v2v3 = conj(v(:,2)).*v(:,3); v3v1 = conj(v(:,3)).*v(:,1); v3v2 = conj(v(:,3)).*v(:,2); v3v3 = conj(v(:,3)).*v(:,3); log1exp = sum(InvS11.*v1v1 +... InvS12.*v1v2 +... InvS13.*v1v3 +... InvS21.*v2v1 +... InvS22.*v2v2 +... InvS23.*v2v3 +... InvS31.*v3v1 +... InvS32.*v3v2 +... InvS33.*v3v3); loglk = loglk + log1exp; else error('For the magnetic case, implement an outModel and leave your inModel blank') end else error('Implemented cases: 1 input / 1output, 2 inputs / 2outputs (TN3045 analysis), and 4 inputs / 3 outpus (magnetic complete analysis model. Other cases have not been implemented yet. Sorry for the inconvenience)'); end end end