Covariance

PURPOSE

SYNOPSIS

DESCRIPTION

   Average covariance of a Gaussian mixture.

   Returns the weighted average of the covariance of the components in the
   input Gaussian mixture.

CROSS-REFERENCE INFORMATION

• get Get for GBeliefs.
• get Get function for the GMixture object.
• get Gaussian object get function.
• get Get function for CS_CO_CA_POMDPs.
• get Get function for CS_CO_DA_POMDPs.
• get Get function for CS_CO_POMDPs.
• get Get function for CS_DO_CA_POMDPs.
• get Get function for CS_DO_DA_POMDPs.
• get Get function for CS_POMDPs.
• get Get function for DS_CO_CA_POMDPs.
• get Get function for DS_CO_DA_POMDPs.
• get Get function for DS_DO_CA_POMDPs.
• get Get function for DS_DO_DA_POMDPs.
• get Get functio for POMDPs.

• FuseComponents Fuses a Gaussian mixture into a single Gaussian.

SOURCE CODE

0001 function C=Covariance(gm)
0002 %   Average covariance of a Gaussian mixture.
0003 %
0004 %   Returns the weighted average of the covariance of the components in the
0005 %   input Gaussian mixture.
0006 
0007   if gm.n>0
0008     C=gm.w(1)*get(gm.g{1},'covariance');
0009     for i=2:gm.n
0010       C=C+gm.w(i)*get(gm.g{i},'covariance');
0011     end
0012   else
0013     C=0;
0014   end
0015