gmm_transform.m

高斯滤波器 matlab toolbox For GMMs and Gaussian kernels

function g = gmm_transform(g, F)

g.x = F*g.x;

D = size(F, 1);
N = size(g.x, 2);
P = zeros([D D N]);
for i=1:N
    P(:,:,i) = F*g.P(:,:,i)*F';
end
g.P = P;