gauss_rnd.m

来自「documentation for optimal filtering tool」· M 代码 · 共 22 行

%GAUSS_RND  Multivariate Gaussian random variables
%
% Syntax:
%   X = GAUSS_RND(M,S,N)
%
% In:
%   M - Dx1 mean of distibution or K values as DxK matrix.
%   S - DxD covariance matrix
%   N - Number of samples (optional, default 1)
%
% Out:
%   X - Dx(K*N) matrix of samples.
%   
% Description:
%   Draw N samples from multivariate Gaussian distribution
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%     X ~ N(M,S)
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% See also:
%   GAUSS_PDF

% Copyright (C) 2002-2006 Simo S鋜kk