gmm_pdf.m

基于RBMCDA (Rao-Blackwellized Monte Carlo Data Association)方法的多目标追踪程序

%GMM_PDF  Multivariate Mixture of Gaussians PDF
%
% Syntax:
%   [P,PJX] = GMM_PDF(X,M,S,PJ)
%
% In:
%   X  - Dx1 value or N values as DxN matrix
%   M  - DxNC   matrix of means.
%   S  - DxDxNC matrix of covariances
%   PJ - Probabilities of mixture components
%
% Out:
%   P  - Probability of each PX
%   PJX - Probabilities P(j|x) for each x[n]
%   
% Description:
%   Calculate values of PDF (Probability Density
%   Function) of multivariate mixture Gaussian
%   distribution
%
%     p(X) = sum p(j) N(X |燤_j, S_j)
%             j
%
%   Function returns probability of X in PDF. If multiple
%   X's are given (as multiple columns), function returns
%   probabilities for each of them.
%
% See also:
%   GAUSS_PDF

% History:
%   23.06.2003  The first official version.
%
% Copyright (C) 2003 Simo S鋜kk