gmm_update.m

高斯滤波器 matlab toolbox For GMMs and Gaussian kernels

function gr = gmm_update(g1, g2, H)

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
        v = g2.x(:,j) - H*xi;
        [gr.x(:,k), gr.P(:,:,k), w] = KF_update_w(xi,Pi, v,g2.P(:,:,j), H);
        gr.w(k) = w*wi*g2.w(j);
        
        k = k+1;
    end
end