Update to 2.0.0 tree from current Fremantle build
[opencv] / src / cvaux / cvhmm1d.cpp
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+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+//  IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+//  By downloading, copying, installing or using the software you agree to this license.
+//  If you do not agree to this license, do not download, install,
+//  copy or use the software.
+//
+//
+//                        Intel License Agreement
+//                For Open Source Computer Vision Library
+//
+// Copyright (C) 2000, Intel Corporation, all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+//   * Redistribution's of source code must retain the above copyright notice,
+//     this list of conditions and the following disclaimer.
+//
+//   * Redistribution's in binary form must reproduce the above copyright notice,
+//     this list of conditions and the following disclaimer in the documentation
+//     and/or other materials provided with the distribution.
+//
+//   * The name of Intel Corporation may not be used to endorse or promote products
+//     derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+
+#include "_cvaux.h"
+
+#if 0
+
+#define LN2PI 1.837877f
+#define BIG_FLT 1.e+10f
+
+
+#define _CV_ERGODIC 1
+#define _CV_CAUSAL 2
+
+#define _CV_LAST_STATE 1
+#define _CV_BEST_STATE 2  
+
+//*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: icvForward1DHMM
+//    Purpose: The function performs baum-welsh algorithm  
+//    Context:
+//    Parameters: obs_info - addres of pointer to CvImgObsInfo structure
+//                num_hor_obs - number of horizontal observation vectors
+//                num_ver_obs - number of horizontal observation vectors
+//                obs_size - length of observation vector
+//
+//    Returns: error status
+//
+//    Notes:   
+//F*/ 
+#if 0      
+CvStatus icvForward1DHMM( int num_states, int num_obs, CvMatr64d A, 
+                          CvMatr64d B,
+                          double* scales) 
+{
+    // assume that observation and transition 
+    // probabilities already computed
+    int m_HMMType  = _CV_CAUSAL;
+    double* m_pi = icvAlloc( num_states* sizeof( double) );
+    
+    /* alpha is matrix 
+       rows throuhg states
+       columns through time
+    */
+    double* alpha = icvAlloc( num_states*num_obs * sizeof( double ) );
+
+    /* All calculations will be in non-logarithmic domain */
+    
+    /* Initialization */
+    /* set initial state probabilities */
+    m_pi[0] = 1;
+    for (i = 1; i < num_states; i++)
+    {
+        m_pi[i] = 0.0;
+    }        
+    
+    for  (i = 0; i < num_states; i++)
+    {
+        alpha[i] = m_pi[i] * m_b[ i];         
+    }
+
+    /******************************************************************/
+    /*   Induction                                                    */
+    
+    if ( m_HMMType == _CV_ERGODIC )  
+    { 
+        int t;
+        for (t = 1 ; t < num_obs; t++)
+        {   
+            for (j = 0; j < num_states; j++)
+            {   
+               double sum = 0.0;
+               int i;
+              
+                for (i = 0; i < num_states; i++)
+                {               
+                     sum += alpha[(t - 1) * num_states + i] * A[i * num_states + j];                                
+                } 
+                
+                alpha[(t - 1) * num_states + j] = sum * B[t * num_states + j];
+                
+                /* add computed alpha to scale factor */
+                sum_alpha += alpha[(t - 1) * num_states + j];
+            } 
+
+            double scale = 1/sum_alpha;
+
+            /* scale alpha */
+            for (j = 0; j < num_states; j++)
+            {
+                alpha[(t - 1) * num_states + j] *= scale;
+            }
+            
+            scales[t] = scale;          
+            
+        }                  
+    } 
+
+#endif
+
+
+
+//*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: icvCreateObsInfo
+//    Purpose: The function allocates memory for CvImgObsInfo structure 
+//             and its inner stuff
+//    Context:
+//    Parameters: obs_info - addres of pointer to CvImgObsInfo structure
+//                num_hor_obs - number of horizontal observation vectors
+//                num_ver_obs - number of horizontal observation vectors
+//                obs_size - length of observation vector
+//
+//    Returns: error status
+//
+//    Notes:   
+//F*/      
+/*CvStatus icvCreateObsInfo( CvImgObsInfo** obs_info, 
+                              CvSize num_obs, int obs_size )
+{
+    int total = num_obs.height * num_obs.width;
+    CvImgObsInfo* obs = (CvImgObsInfo*)icvAlloc( sizeof( CvImgObsInfo) );
+    
+    obs->obs_x = num_obs.width;
+    obs->obs_y = num_obs.height;
+
+    obs->obs = (float*)icvAlloc( total * obs_size * sizeof(float) );
+
+    obs->state = (int*)icvAlloc( 2 * total * sizeof(int) );
+    obs->mix = (int*)icvAlloc( total * sizeof(int) );  
+        
+    obs->obs_size = obs_size;
+    
+    obs_info[0] = obs;
+    return CV_NO_ERR;
+}*/
+
+/*CvStatus icvReleaseObsInfo( CvImgObsInfo** p_obs_info )
+{
+    CvImgObsInfo* obs_info = p_obs_info[0];
+
+    icvFree( &(obs_info->obs) );
+    icvFree( &(obs_info->mix) );
+    icvFree( &(obs_info->state) );
+    icvFree( &(obs_info) );
+
+    p_obs_info[0] = NULL;
+
+    return CV_NO_ERR;
+} */
+
+    
+//*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: icvCreate1DHMM
+//    Purpose: The function allocates memory for 1-dimensional HMM  
+//             and its inner stuff
+//    Context:
+//    Parameters: hmm - addres of pointer to CvEHMM structure
+//                state_number - number of states in HMM
+//                num_mix - number of gaussian mixtures in HMM states 
+//                          size of array is defined by previous parameter
+//                obs_size - length of observation vectors
+//
+//    Returns: error status
+//    Notes: 
+//F*/                   
+CvStatus icvCreate1DHMM( CvEHMM** this_hmm,
+                         int state_number, int* num_mix, int obs_size )
+{
+    int i;
+    int real_states = state_number;
+    
+    CvEHMMState* all_states;
+    CvEHMM* hmm;
+    int total_mix = 0;
+    float* pointers;
+
+    /* allocate memory for hmm */
+    hmm = (CvEHMM*)icvAlloc( sizeof(CvEHMM) );
+    
+    /* set number of superstates */
+    hmm->num_states = state_number;
+    hmm->level = 0;
+        
+    /* allocate memory for all states */
+    all_states = (CvEHMMState *)icvAlloc( real_states * sizeof( CvEHMMState ) );
+
+    /* assign number of mixtures */
+    for( i = 0; i < real_states; i++ )
+    {
+        all_states[i].num_mix = num_mix[i];
+    }
+
+    /* compute size of inner of all real states */
+    for( i = 0; i < real_states; i++ )
+    {
+        total_mix += num_mix[i];
+    } 
+    /* allocate memory for states stuff */
+    pointers = (float*)icvAlloc( total_mix * (2/*for mu invvar */ * obs_size + 
+                                 2/*for weight and log_var_val*/ ) * sizeof( float) );
+    
+    /* organize memory */
+    for( i = 0; i < real_states; i++ )
+    {
+        all_states[i].mu      = pointers; pointers += num_mix[i] * obs_size;  
+        all_states[i].inv_var = pointers; pointers += num_mix[i] * obs_size;
+
+        all_states[i].log_var_val = pointers; pointers += num_mix[i];
+        all_states[i].weight      = pointers; pointers += num_mix[i];
+    }          
+    hmm->u.state = all_states;
+        
+    hmm->transP = icvCreateMatrix_32f( hmm->num_states, hmm->num_states );
+    hmm->obsProb = NULL;
+    
+    /* if all ok - return pointer */
+    *this_hmm = hmm;
+    return CV_NO_ERR;
+} 
+
+CvStatus icvRelease1DHMM( CvEHMM** phmm )
+{
+    CvEHMM* hmm = phmm[0]; 
+    icvDeleteMatrix( hmm->transP );
+    
+    if (hmm->obsProb != NULL)
+    {
+        int* tmp = ((int*)(hmm->obsProb)) - 3;
+        icvFree( &(tmp)  );
+    }
+
+    icvFree( &(hmm->u.state->mu) );
+    icvFree( &(hmm->u.state) );
+
+    phmm[0] = NULL;
+
+    return CV_NO_ERR;
+}     
+
+/*can be used in CHMM & DHMM */
+CvStatus icvUniform1DSegm( Cv1DObsInfo* obs_info, CvEHMM* hmm ) 
+{
+    /* implementation is very bad */
+    int  i;
+    CvEHMMState* first_state;
+
+    /* check arguments */
+    if ( !obs_info || !hmm ) return CV_NULLPTR_ERR;
+
+    first_state = hmm->u.state;
+            
+    for (i = 0; i < obs_info->obs_x; i++)
+    {
+        //bad line (division )
+        int state = (i * hmm->num_states)/obs_info->obs_x;
+        obs_info->state[i] = state;
+    }    
+    return CV_NO_ERR;
+}
+           
+
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: InitMixSegm
+//    Purpose: The function implements the mixture segmentation of the states of the embedded HMM
+//    Context: used with the Viterbi training of the embedded HMM
+//             Function uses K-Means algorithm for clustering
+//
+//    Parameters:  obs_info_array - array of pointers to image observations
+//                 num_img - length of above array
+//                 hmm - pointer to HMM structure   
+//     
+//    Returns: error status
+//
+//    Notes: 
+//F*/
+CvStatus icvInit1DMixSegm(Cv1DObsInfo** obs_info_array, int num_img, CvEHMM* hmm)
+{                                      
+    int  k, i, j; 
+    int* num_samples; /* number of observations in every state */
+    int* counter;     /* array of counters for every state */
+    
+    int**  a_class;   /* for every state - characteristic array */
+    
+    CvVect32f** samples; /* for every state - pointer to observation vectors */
+    int***  samples_mix;   /* for every state - array of pointers to vectors mixtures */   
+    
+    CvTermCriteria criteria = cvTermCriteria( CV_TERMCRIT_EPS|CV_TERMCRIT_ITER,
+                                              1000,    /* iter */
+                                              0.01f ); /* eps  */
+    
+    int total = hmm->num_states; 
+    CvEHMMState* first_state = hmm->u.state; 
+    
+    /* for every state integer is allocated - number of vectors in state */
+    num_samples = (int*)icvAlloc( total * sizeof(int) );
+    
+    /* integer counter is allocated for every state */
+    counter = (int*)icvAlloc( total * sizeof(int) );
+    
+    samples = (CvVect32f**)icvAlloc( total * sizeof(CvVect32f*) ); 
+    samples_mix = (int***)icvAlloc( total * sizeof(int**) ); 
+    
+    /* clear */
+    memset( num_samples, 0 , total*sizeof(int) );
+    memset( counter, 0 , total*sizeof(int) );
+    
+    
+    /* for every state the number of vectors which belong to it is computed (smth. like histogram) */
+    for (k = 0; k < num_img; k++)
+    {
+        CvImgObsInfo* obs = obs_info_array[k];
+        
+        for (i = 0; i < obs->obs_x; i++)
+        {
+            int state = obs->state[ i ];
+            num_samples[state] += 1;
+        }
+    } 
+    
+    /* for every state int* is allocated */
+    a_class = (int**)icvAlloc( total*sizeof(int*) );
+    
+    for (i = 0; i < total; i++)
+    {
+        a_class[i] = (int*)icvAlloc( num_samples[i] * sizeof(int) );
+        samples[i] = (CvVect32f*)icvAlloc( num_samples[i] * sizeof(CvVect32f) );
+        samples_mix[i] = (int**)icvAlloc( num_samples[i] * sizeof(int*) );
+    }
+    
+    /* for every state vectors which belong to state are gathered */
+    for (k = 0; k < num_img; k++)
+    {  
+        CvImgObsInfo* obs = obs_info_array[k];
+        int num_obs = obs->obs_x;
+        float* vector = obs->obs;
+
+        for (i = 0; i < num_obs; i++, vector+=obs->obs_size )
+        {
+            int state = obs->state[i];
+            
+            samples[state][counter[state]] = vector;
+            samples_mix[state][counter[state]] = &(obs->mix[i]);
+            counter[state]++;            
+        }
+    } 
+    
+    /* clear counters */
+    memset( counter, 0, total*sizeof(int) );
+    
+    /* do the actual clustering using the K Means algorithm */
+    for (i = 0; i < total; i++)
+    {
+        if ( first_state[i].num_mix == 1)
+        {   
+            for (k = 0; k < num_samples[i]; k++)
+            {  
+                /* all vectors belong to one mixture */
+                a_class[i][k] = 0;
+            }
+        }      
+        else if( num_samples[i] )
+        {
+            /* clusterize vectors  */
+            icvKMeans( first_state[i].num_mix, samples[i], num_samples[i], 
+                obs_info_array[0]->obs_size, criteria, a_class[i] );
+        } 
+    }
+    
+    /* for every vector number of mixture is assigned */
+    for( i = 0; i < total; i++ )
+    {
+        for (j = 0; j < num_samples[i]; j++)
+        {
+            samples_mix[i][j][0] = a_class[i][j];
+        }
+    }
+    
+   for (i = 0; i < total; i++)
+    {
+        icvFree( &(a_class[i]) );
+        icvFree( &(samples[i]) );
+        icvFree( &(samples_mix[i]) );
+    }
+
+    icvFree( &a_class );
+    icvFree( &samples );
+    icvFree( &samples_mix );
+    icvFree( &counter );
+    icvFree( &num_samples );  
+
+    
+    return CV_NO_ERR;
+}
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: ComputeUniModeGauss
+//    Purpose: The function computes the Gaussian pdf for a sample vector 
+//    Context:
+//    Parameters:  obsVeq - pointer to the sample vector
+//                 mu - pointer to the mean vector of the Gaussian pdf
+//                 var - pointer to the variance vector of the Gaussian pdf
+//                 VecSize - the size of sample vector
+//                 
+//    Returns: the pdf of the sample vector given the specified Gaussian 
+//
+//    Notes: 
+//F*/
+/*float icvComputeUniModeGauss(CvVect32f vect, CvVect32f mu, 
+                              CvVect32f inv_var, float log_var_val, int vect_size)           
+{
+    int n; 
+    double tmp;
+    double prob;
+
+    prob = -log_var_val;
+
+    for (n = 0; n < vect_size; n++)
+    {
+        tmp = (vect[n] - mu[n]) * inv_var[n];
+        prob = prob - tmp * tmp;
+   }
+   //prob *= 0.5f;
+  
+   return (float)prob;
+}*/                        
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: ComputeGaussMixture
+//    Purpose: The function computes the mixture Gaussian pdf of a sample vector. 
+//    Context:
+//    Parameters:  obsVeq - pointer to the sample vector
+//                 mu  - two-dimensional pointer to the mean vector of the Gaussian pdf;
+//                       the first dimension is indexed over the number of mixtures and 
+//                       the second dimension is indexed along the size of the mean vector
+//                 var - two-dimensional pointer to the variance vector of the Gaussian pdf;
+//                       the first dimension is indexed over the number of mixtures and
+//                       the second dimension is indexed along the size of the variance vector
+//                 VecSize - the size of sample vector
+//                 weight - pointer to the wights of the Gaussian mixture
+//                 NumMix - the number of Gaussian mixtures
+//                 
+//    Returns: the pdf of the sample vector given the specified Gaussian mixture.  
+//
+//    Notes: 
+//F*/
+/* Calculate probability of observation at state in logarithmic scale*/
+/*float icvComputeGaussMixture( CvVect32f vect, float* mu, 
+                                float* inv_var, float* log_var_val, 
+                                int vect_size, float* weight, int num_mix )
+{       
+    double prob, l_prob;
+    
+    prob = 0.0f; 
+
+    if (num_mix == 1)
+    {
+        return icvComputeUniModeGauss( vect, mu, inv_var, log_var_val[0], vect_size);    
+    }
+    else
+    {
+        int m;
+        for (m = 0; m < num_mix; m++)
+        {
+            if ( weight[m] > 0.0)
+            { 
+                l_prob = icvComputeUniModeGauss(vect, mu + m*vect_size, 
+                                                        inv_var + m * vect_size,
+                                                        log_var_val[m], 
+                                                        vect_size); 
+
+                prob = prob + weight[m]*exp((double)l_prob);
+            }
+        } 
+        prob = log(prob);    
+    }                        
+    return (float)prob;   
+}                            
+*/
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: EstimateObsProb
+//    Purpose: The function computes the probability of every observation in every state 
+//    Context:
+//    Parameters:  obs_info - observations
+//                 hmm      - hmm
+//    Returns: error status  
+//
+//    Notes: 
+//F*/
+CvStatus icvEstimate1DObsProb(CvImgObsInfo* obs_info, CvEHMM* hmm )
+{
+    int j;
+    int total_states = 0;
+
+    /* check if matrix exist and check current size
+       if not sufficient - realloc */
+    int status = 0; /* 1 - not allocated, 2 - allocated but small size, 
+                       3 - size is enough, but distribution is bad, 0 - all ok */
+
+    /*for( j = 0; j < hmm->num_states; j++ )
+    {
+       total_states += hmm->u.ehmm[j].num_states;
+    }*/
+    total_states = hmm->num_states;
+
+    if ( hmm->obsProb == NULL ) 
+    {
+        /* allocare memory */
+        int need_size = ( obs_info->obs_x /* * obs_info->obs_y*/ * total_states * sizeof(float) /* +
+                          obs_info->obs_y * hmm->num_states * sizeof( CvMatr32f) */);
+
+        int* buffer = (int*)icvAlloc( need_size + 3 * sizeof(int) );
+        buffer[0] = need_size;
+        buffer[1] = obs_info->obs_y;
+        buffer[2] = obs_info->obs_x;
+        hmm->obsProb = (float**) (buffer + 3);
+        status = 3;
+        
+    }
+    else
+    {   
+        /* check current size */
+        int* total= (int*)(((int*)(hmm->obsProb)) - 3);
+        int need_size = ( obs_info->obs_x /* * obs_info->obs_y*/ * total_states * sizeof(float) /* +
+                           obs_info->obs_y * hmm->num_states * sizeof( CvMatr32f(float*)  )*/ );
+
+        assert( sizeof(float*) == sizeof(int) );
+
+        if ( need_size > (*total) ) 
+        {
+            int* buffer = ((int*)(hmm->obsProb)) - 3;
+            icvFree( &buffer);
+            buffer = (int*)icvAlloc( need_size + 3);
+            buffer[0] = need_size;
+            buffer[1] = obs_info->obs_y;
+            buffer[2] = obs_info->obs_x;
+
+            hmm->obsProb = (float**)(buffer + 3);
+            
+            status = 3;
+        }          
+    }
+    if (!status)
+    {
+        int* obsx = ((int*)(hmm->obsProb)) - 1;
+        //int* obsy = ((int*)(hmm->obsProb)) - 2;
+                
+        assert( /*(*obsy > 0) &&*/ (*obsx > 0) );
+
+        /* is good distribution? */
+        if ( (obs_info->obs_x > (*obsx) ) /* || (obs_info->obs_y > (*obsy) ) */ ) 
+            status = 3;        
+    }
+    
+    assert( (status == 0) || (status == 3) );
+    /* if bad status - do reallocation actions */
+    if ( status )
+    {
+        float** tmp = hmm->obsProb;
+        //float*  tmpf;
+
+        /* distribute pointers of ehmm->obsProb */
+/*        for( i = 0; i < hmm->num_states; i++ )
+        {
+            hmm->u.ehmm[i].obsProb = tmp; 
+            tmp += obs_info->obs_y;
+        }
+*/
+        //tmpf = (float*)tmp;
+
+        /* distribute pointers of ehmm->obsProb[j] */
+/*      for( i = 0; i < hmm->num_states; i++ )
+        {
+            CvEHMM* ehmm = &( hmm->u.ehmm[i] );
+
+            for( j = 0; j < obs_info->obs_y; j++ )
+            {
+                ehmm->obsProb[j] = tmpf;
+                tmpf += ehmm->num_states * obs_info->obs_x;
+            }
+        }
+*/
+        hmm->obsProb = tmp;
+
+    }/* end of pointer distribution */
+
+#if 1
+    {
+#define MAX_BUF_SIZE  1200
+        float  local_log_mix_prob[MAX_BUF_SIZE];
+        double local_mix_prob[MAX_BUF_SIZE];
+        int    vect_size = obs_info->obs_size;
+        CvStatus res = CV_NO_ERR;
+
+        float*  log_mix_prob = local_log_mix_prob;
+        double* mix_prob = local_mix_prob;
+        
+        int  max_size = 0;
+        int  obs_x = obs_info->obs_x;
+
+        /* calculate temporary buffer size */
+        //for( i = 0; i < hmm->num_states; i++ )
+        //{
+        //    CvEHMM* ehmm = &(hmm->u.ehmm[i]);
+            CvEHMMState* state = hmm->u.state;
+
+            int max_mix = 0;
+            for( j = 0; j < hmm->num_states; j++ )
+            {
+                int t = state[j].num_mix;
+                if( max_mix < t ) max_mix = t;
+            }
+            max_mix *= hmm->num_states;
+            /*if( max_size < max_mix )*/ max_size = max_mix;
+        //}
+
+        max_size *= obs_x * vect_size;
+        
+        /* allocate buffer */
+        if( max_size > MAX_BUF_SIZE )
+        {
+            log_mix_prob = (float*)icvAlloc( max_size*(sizeof(float) + sizeof(double)));
+            if( !log_mix_prob ) return CV_OUTOFMEM_ERR;
+            mix_prob = (double*)(log_mix_prob + max_size);
+        }
+
+        memset( log_mix_prob, 0, max_size*sizeof(float));
+
+        /*****************computing probabilities***********************/
+        
+        /* loop through external states */
+        //for( i = 0; i < hmm->num_states; i++ )
+        {
+        //    CvEHMM* ehmm = &(hmm->u.ehmm[i]);
+            CvEHMMState* state = hmm->u.state;
+            
+            int max_mix = 0;
+            int n_states = hmm->num_states;
+
+            /* determine maximal number of mixtures (again) */
+            for( j = 0; j < hmm->num_states; j++ )
+            {
+                int t = state[j].num_mix;
+                if( max_mix < t ) max_mix = t;
+            }
+
+            /* loop through rows of the observation matrix */
+            //for( j = 0; j < obs_info->obs_y; j++ )
+            {
+                int  m, n;
+                       
+                float* obs = obs_info->obs;/* + j * obs_x * vect_size; */
+                float* log_mp = max_mix > 1 ? log_mix_prob : (float*)(hmm->obsProb);
+                double* mp = mix_prob;
+
+                /* several passes are done below */
+                
+                /* 1. calculate logarithms of probabilities for each mixture */
+
+                /* loop through mixtures */
+    /*  !!!! */     for( m = 0; m < max_mix; m++ )
+                {
+                    /* set pointer to first observation in the line */
+                    float* vect = obs;
+
+                    /* cycles through obseravtions in the line */
+                    for( n = 0; n < obs_x; n++, vect += vect_size, log_mp += n_states )
+                    {
+                        int k, l;
+                        for( l = 0; l < n_states; l++ )
+                        {
+                            if( state[l].num_mix > m )
+                            {
+                                float* mu = state[l].mu + m*vect_size;
+                                float* inv_var = state[l].inv_var + m*vect_size;
+                                double prob = -state[l].log_var_val[m];
+                                for( k = 0; k < vect_size; k++ )
+                                {
+                                    double t = (vect[k] - mu[k])*inv_var[k];
+                                    prob -= t*t;
+                                }
+                                log_mp[l] = MAX( (float)prob, -500 );
+                            }
+                        }
+                    }
+                }
+
+                /* skip the rest if there is a single mixture */
+                if( max_mix != 1 ) 
+                {
+                    /* 2. calculate exponent of log_mix_prob
+                          (i.e. probability for each mixture) */
+                    res = icvbExp_32f64f( log_mix_prob, mix_prob,
+                                            max_mix * obs_x * n_states );
+                    if( res < 0 ) goto processing_exit;
+
+                    /* 3. sum all mixtures with weights */
+                    /* 3a. first mixture - simply scale by weight */
+                    for( n = 0; n < obs_x; n++, mp += n_states )
+                    {
+                        int l;
+                        for( l = 0; l < n_states; l++ )
+                        {
+                            mp[l] *= state[l].weight[0];
+                        }
+                    }
+
+                    /* 3b. add other mixtures */
+                    for( m = 1; m < max_mix; m++ )
+                    {
+                        int ofs = -m*obs_x*n_states;
+                        for( n = 0; n < obs_x; n++, mp += n_states )
+                        {
+                            int l;
+                            for( l = 0; l < n_states; l++ )
+                            {
+                                if( m < state[l].num_mix )
+                                {
+                                    mp[l + ofs] += mp[l] * state[l].weight[m];
+                                }
+                            }
+                        }
+                    }
+
+                    /* 4. Put logarithms of summary probabilities to the destination matrix */
+                    res = icvbLog_64f32f( mix_prob, (float*)(hmm->obsProb),//[j],
+                                            obs_x * n_states );
+                    if( res < 0 ) goto processing_exit;
+                }
+            }
+        }
+
+processing_exit:
+
+        if( log_mix_prob != local_log_mix_prob ) icvFree( &log_mix_prob );
+        return res;
+#undef MAX_BUF_SIZE
+    }
+#else
+/*    for( i = 0; i < hmm->num_states; i++ )
+    {
+        CvEHMM* ehmm = &(hmm->u.ehmm[i]);
+        CvEHMMState* state = ehmm->u.state;
+
+        for( j = 0; j < obs_info->obs_y; j++ )
+        {
+            int k,m;
+                       
+            int obs_index = j * obs_info->obs_x;
+
+            float* B = ehmm->obsProb[j];
+            
+            // cycles through obs and states
+            for( k = 0; k < obs_info->obs_x; k++ )
+            {
+                CvVect32f vect = (obs_info->obs) + (obs_index + k) * vect_size;
+                
+                float* matr_line = B + k * ehmm->num_states;
+
+                for( m = 0; m < ehmm->num_states; m++ )
+                {
+                    matr_line[m] = icvComputeGaussMixture( vect, state[m].mu, state[m].inv_var, 
+                                                             state[m].log_var_val, vect_size, state[m].weight,
+                                                             state[m].num_mix );
+                }
+            }
+        }
+    }
+*/
+#endif
+}
+
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: EstimateTransProb
+//    Purpose: The function calculates the state and super state transition probabilities
+//             of the model given the images,
+//             the state segmentation and the input parameters
+//    Context:
+//    Parameters: obs_info_array - array of pointers to image observations
+//                num_img - length of above array
+//                hmm - pointer to HMM structure
+//    Returns: void
+//
+//    Notes:
+//F*/
+CvStatus icvEstimate1DTransProb( Cv1DObsInfo** obs_info_array,
+                                 int num_seq,
+                                 CvEHMM* hmm )
+{
+    int    i, j, k;
+
+    /* as a counter we will use transP matrix */
+
+    /* initialization */
+
+    /* clear transP */
+    icvSetZero_32f( hmm->transP, hmm->num_states, hmm->num_states );
+
+
+    /* compute the counters */
+    for (i = 0; i < num_seq; i++)
+    {
+        int counter = 0;
+        Cv1DObsInfo* info = obs_info_array[i];
+
+        for (k = 0; k < info->obs_x; k++, counter++)
+        {
+            /* compute how many transitions from state to state
+               occured */ 
+            int state;
+            int nextstate;
+            
+            state = info->state[counter];
+
+            if (k < info->obs_x - 1)
+            {   
+                int transP_size = hmm->num_states;
+
+                nextstate = info->state[counter+1];
+                hmm->transP[ state * transP_size + nextstate] += 1;
+            }            
+        }
+    }
+
+    /* estimate superstate matrix */
+    for( i = 0; i < hmm->num_states; i++)
+    {
+        float total = 0;
+        float inv_total;
+        for( j = 0; j < hmm->num_states; j++)
+        {
+            total += hmm->transP[i * hmm->num_states + j];
+        }
+        //assert( total );
+
+        inv_total = total ? 1.f/total : 0;
+        
+        for( j = 0; j < hmm->num_states; j++)
+        {                   
+            hmm->transP[i * hmm->num_states + j] = 
+                hmm->transP[i * hmm->num_states + j] ? 
+                (float)log( hmm->transP[i * hmm->num_states + j] * inv_total ) : -BIG_FLT;
+        }
+    }
+    
+    return CV_NO_ERR;
+} 
+                      
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: MixSegmL2
+//    Purpose: The function implements the mixture segmentation of the states of the embedded HMM
+//    Context: used with the Viterbi training of the embedded HMM
+//
+//    Parameters:  
+//             obs_info_array
+//             num_img
+//             hmm
+//    Returns: void
+//
+//    Notes: 
+//F*/
+CvStatus icv1DMixSegmL2(CvImgObsInfo** obs_info_array, int num_img, CvEHMM* hmm )
+{
+    int     k, i, m;
+       
+    CvEHMMState* state = hmm->u.state;
+    
+    for (k = 0; k < num_img; k++)
+    {   
+        //int counter = 0;
+        CvImgObsInfo* info = obs_info_array[k];
+
+        for (i = 0; i < info->obs_x; i++)
+        {
+            int e_state = info->state[i];
+            float min_dist;
+                                                
+            min_dist = icvSquareDistance((info->obs) + (i * info->obs_size), 
+                                               state[e_state].mu, info->obs_size);
+            info->mix[i] = 0;  
+                
+            for (m = 1; m < state[e_state].num_mix; m++)
+            {                 
+                float dist=icvSquareDistance( (info->obs) + (i * info->obs_size),
+                                               state[e_state].mu + m * info->obs_size,
+                                               info->obs_size);
+                if (dist < min_dist)
+                {
+                    min_dist = dist;
+                    /* assign mixture with smallest distance */ 
+                    info->mix[i] = m;
+                }
+            }
+        }
+    }
+    return CV_NO_ERR;
+}
+
+/*F///////////////////////////////////////////////////////////////////////////////////////
+//    Name: icvEViterbi
+//    Purpose: The function calculates the embedded Viterbi algorithm
+//             for 1 image 
+//    Context:
+//    Parameters:  
+//             obs_info - observations
+//             hmm      - HMM
+//                
+//    Returns: the Embedded Viterbi probability (float) 
+//             and do state segmentation of observations
+//
+//    Notes: 
+//F*/
+float icvViterbi(Cv1DObsInfo* obs_info, CvEHMM* hmm)
+{
+    int    i, counter;
+    float  log_likelihood;
+
+    //CvEHMMState* first_state = hmm->u.state;
+    
+    /* memory allocation for superB */
+    /*CvMatr32f superB = picvCreateMatrix_32f(hmm->num_states, obs_info->obs_x );*/
+    
+    /* memory allocation for q */
+    int* super_q = (int*)icvAlloc( obs_info->obs_x * sizeof(int) );
+    
+    /* perform Viterbi segmentation (process 1D HMM) */
+    icvViterbiSegmentation( hmm->num_states, obs_info->obs_x, 
+                            hmm->transP, (float*)(hmm->obsProb), 0, 
+                            _CV_LAST_STATE, &super_q, obs_info->obs_x,
+                             obs_info->obs_x, &log_likelihood );
+    
+    log_likelihood /= obs_info->obs_x ;   
+
+    counter = 0;
+    /* assign new state to observation vectors */
+    for (i = 0; i < obs_info->obs_x; i++)
+    {   
+         int state = super_q[i];
+         obs_info->state[i] = state;
+    }
+    
+    /* memory deallocation for superB */
+    /*picvDeleteMatrix( superB );*/
+    icvFree( &super_q );
+    
+    return log_likelihood;
+}  
+
+CvStatus icvEstimate1DHMMStateParams(CvImgObsInfo** obs_info_array, int num_img, CvEHMM* hmm)
+
+{
+    /* compute gamma, weights, means, vars */
+    int k, i, j, m;
+    int counter = 0;
+    int total = 0;
+    int vect_len = obs_info_array[0]->obs_size;
+
+    float start_log_var_val = LN2PI * vect_len;
+
+    CvVect32f tmp_vect = icvCreateVector_32f( vect_len );
+    
+    CvEHMMState* first_state = hmm->u.state;
+
+    assert( sizeof(float) == sizeof(int) );
+
+    total+= hmm->num_states;
+    
+    /***************Gamma***********************/
+    /* initialize gamma */
+    for( i = 0; i < total; i++ )
+    {
+        for (m = 0; m < first_state[i].num_mix; m++)
+        {
+            ((int*)(first_state[i].weight))[m] = 0;
+        }
+    }
+    
+    /* maybe gamma must be computed in mixsegm process ?? */
+
+    /* compute gamma */
+    counter = 0;
+    for (k = 0; k < num_img; k++)
+    {
+        CvImgObsInfo* info = obs_info_array[k];
+        int num_obs = info->obs_y * info->obs_x;
+        
+        for (i = 0; i < num_obs; i++)
+        {   
+            int state, mixture;
+            state = info->state[i];
+            mixture = info->mix[i];
+            /* computes gamma - number of observations corresponding 
+               to every mixture of every state */ 
+            ((int*)(first_state[state].weight))[mixture] += 1;              
+        }
+    }     
+    /***************Mean and Var***********************/
+    /* compute means and variances of every item */
+    /* initially variance placed to inv_var */
+    /* zero mean and variance */
+    for (i = 0; i < total; i++)
+    {
+        memset( (void*)first_state[i].mu, 0, first_state[i].num_mix * vect_len * 
+                                                                         sizeof(float) );
+        memset( (void*)first_state[i].inv_var, 0, first_state[i].num_mix * vect_len * 
+                                                                         sizeof(float) );
+    }
+    
+    /* compute sums */
+    for (i = 0; i < num_img; i++)
+    {
+        CvImgObsInfo* info = obs_info_array[i];
+        int total_obs = info->obs_x;// * info->obs_y;
+
+        float* vector = info->obs;
+
+        for (j = 0; j < total_obs; j++, vector+=vect_len )
+        {   
+            int state = info->state[j];
+            int mixture = info->mix[j]; 
+            
+            CvVect32f mean  = first_state[state].mu + mixture * vect_len;
+            CvVect32f mean2 = first_state[state].inv_var + mixture * vect_len;
+            
+            icvAddVector_32f( mean, vector, mean, vect_len );
+            icvAddSquare_32f_C1IR( vector, vect_len * sizeof(float),
+                                    mean2, vect_len * sizeof(float), cvSize(vect_len, 1) ); 
+        }   
+    }
+    
+    /*compute the means and variances */
+    /* assume gamma already computed */
+    counter = 0;
+    for (i = 0; i < total; i++)
+    {           
+        CvEHMMState* state = &(first_state[i]);
+
+        for (m = 0; m < state->num_mix; m++)
+        {
+            int k;
+            CvVect32f mu  = state->mu + m * vect_len;
+            CvVect32f invar = state->inv_var + m * vect_len;             
+            
+            if ( ((int*)state->weight)[m] > 1)
+            {
+                float inv_gamma = 1.f/((int*)(state->weight))[m];
+            
+                icvScaleVector_32f( mu, mu, vect_len, inv_gamma);
+                icvScaleVector_32f( invar, invar, vect_len, inv_gamma);
+            }
+
+            icvMulVectors_32f(mu, mu, tmp_vect, vect_len);
+            icvSubVector_32f( invar, tmp_vect, invar, vect_len);     
+            
+            /* low bound of variance - 0.01 (Ara's experimental result) */
+            for( k = 0; k < vect_len; k++ )
+            {
+                invar[k] = (invar[k] > 0.01f) ? invar[k] : 0.01f;
+            }
+
+            /* compute log_var */
+            state->log_var_val[m] = start_log_var_val;
+            for( k = 0; k < vect_len; k++ )
+            {
+                state->log_var_val[m] += (float)log( invar[k] );
+            }    
+                        
+            state->log_var_val[m] *= 0.5;
+            
+            /* compute inv_var = 1/sqrt(2*variance) */
+            icvScaleVector_32f(invar, invar, vect_len, 2.f );
+            icvbInvSqrt_32f(invar, invar, vect_len );
+        }
+    }
+  
+    /***************Weights***********************/
+    /* normilize gammas - i.e. compute mixture weights */
+    
+    //compute weights
+    for (i = 0; i < total; i++)
+    {           
+        int gamma_total = 0;
+        float norm;
+
+        for (m = 0; m < first_state[i].num_mix; m++)
+        {
+            gamma_total += ((int*)(first_state[i].weight))[m];  
+        }
+
+        norm = gamma_total ? (1.f/(float)gamma_total) : 0.f;
+            
+        for (m = 0; m < first_state[i].num_mix; m++)
+        {
+            first_state[i].weight[m] = ((int*)(first_state[i].weight))[m] * norm;
+        } 
+    }                                               
+
+    icvDeleteVector( tmp_vect);
+    return CV_NO_ERR; 
+}
+
+
+
+
+
+#endif
+