/* HTS_PStream_conv_gv: subfunction for mlpg using GV */
static void HTS_PStream_conv_gv(HTS_PStream *pst, const int m)
{
int t;
double ratio;
double mean;
double vari;
HTS_PStream_calc_gv(pst, &mean, &vari);
ratio = sqrt(pst->gv_mean[m] / vari);
for (t = 0; t < pst->length; t++)
pst->gv_buff[t] = ratio * (pst->gv_buff[t] - mean) + mean;
}
/* HTS_PStream_calc_derivative: subfunction for mlpg using GV */
static double HTS_PStream_calc_derivative(HTS_PStream * pst, const int m)
{
int t, i;
double mean;
double vari;
double dv;
double h;
double gvobj;
double hmmobj;
const double w = 1.0 / (pst->win_size * pst->length);
HTS_PStream_calc_gv(pst, &mean, &vari);
gvobj = -0.5 * W2 * vari * pst->gv_vari[m] * (vari - 2.0 * pst->gv_mean[m]);
dv = -2.0 * pst->gv_vari[m] * (vari - pst->gv_mean[m]) / pst->length;
for (t = 0; t < pst->length; t++) {
pst->sm.g[t] = pst->sm.wuw[t][0] * pst->gv_buff[t];
for (i = 1; i < pst->width; i++) {
if (t + i < pst->length)
pst->sm.g[t] += pst->sm.wuw[t][i] * pst->gv_buff[t + i];
if (t + 1 > i)
pst->sm.g[t] += pst->sm.wuw[t - i][i] * pst->gv_buff[t - i];
}
}
for (t = 0, hmmobj = 0.0; t < pst->length; t++) {
hmmobj +=
W1 * w * pst->gv_buff[t] * (pst->sm.wum[t] - 0.5 * pst->sm.g[t]);
h = -W1 * w * pst->sm.wuw[t][1 - 1]
- W2 * 2.0 / (pst->length * pst->length) *
((pst->length - 1) * pst->gv_vari[m] * (vari - pst->gv_mean[m])
+ 2.0 * pst->gv_vari[m] * (pst->gv_buff[t] -
mean) * (pst->gv_buff[t] - mean));
if (pst->gv_switch[t])
pst->sm.g[t] =
1.0 / h * (W1 * w * (-pst->sm.g[t] + pst->sm.wum[t]) +
W2 * dv * (pst->gv_buff[t] - mean));
else
pst->sm.g[t] = 1.0 / h * (W1 * w * (-pst->sm.g[t] + pst->sm.wum[t]));
}
return (-(hmmobj + gvobj));
}
