gmm_convolve.m

来自「用粒子滤波算法进行跟踪的matlab代码。」· M 代码 · 共 27 行

function gr = gmm_convolve(g1, g2)
% Convolution for addition of two random variables

D = size(g1.x, 1);
M = size(g1.x, 2);
N = size(g2.x, 2);
R = M*N;

gr.x = zeros(D,R);
gr.P = zeros(D,D,R);
gr.w = zeros(1,R);

k=1;
for i=1:M
    xi = g1.x(:,i);
    Pi = g1.P(:,:,i);
    wi = g1.w(i);
    
    for j=1:N
        gr.x(:,k) = xi + g2.x(:,j);
        gr.P(:,:,k) = Pi + g2.P(:,:,j);
        gr.w(k) = wi * g2.w(j);
        
        k = k+1;
    end
end