CovariancePURPOSEAverage covariance of a Gaussian mixture.
SYNOPSISfunction C=Covariance(gm)
DESCRIPTIONAverage covariance of a Gaussian mixture. Returns the weighted average of the covariance of the components in the input Gaussian mixture. CROSS-REFERENCE INFORMATIONThis function calls:
SOURCE CODE0001 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 |