gauss_pdf.m

用EKF/UKF的Matlab仿真程序包

%GAUSS_PDF  Multivariate Gaussian PDF
%
% Syntax:
%   [P,E] = GAUSS_PDF(X,M,S)
%
% In:
%   X - Dx1 value or N values as DxN matrix
%   M - Dx1 mean of distibution or N values as DxN matrix.
%   S - DxD covariance matrix
%
% Out:
%   P - Probability of X. 
%   E - Negative logarithm of P
%   
% Description:
%   Calculate values of PDF (Probability Density
%   Function) of multivariate Gaussian distribution
%
%    N(X |燤, S)
%
%   Function returns probability of X in PDF. If multiple
%   X's or M's are given (as multiple columns), function
%   returns probabilities for each of them. X's and M's are
%   repeated to match each other, S must be the same for all.
%
% See also:
%   GAUSS_RND

% Copyright (C) 2002 Simo S鋜kk