gmm_samples.m

高斯滤波器 matlab toolbox For GMMs and Gaussian kernels

function s = gmm_samples(g, N)
%
% presumes weights are not log-likelihoods

[D,NX] = size(g.x);
s = zeros(D, N);
w = cumsum(g.w);
select = stratified_random(N) * w(end);

se=1;
for i=1:NX
    ss = se;
    while se<=N & select(se)<w(i)
        se = se+1;
    end
    if se > ss
        ii = ss:(se-1);
        s(:, ii) = gauss_samples(g.x(:,i), g.P(:,:,i), se-ss);
    end
end