Distance

PURPOSE

Approximated Kullback-Leibler distance between Gaussian mixture.

SYNOPSIS

function d=Distance(gm1,gm2)

DESCRIPTION

   Approximated Kullback-Leibler distance between Gaussian mixture.

   Returns the weighted KL distance between two Gaussian mixtures as
   defined in Appendix A. 
   
   See also CompressGR.

CROSS-REFERENCE INFORMATION

This function calls:

GaussianKL Gaussian Kullback-Leibler distance.
min Lower bound of a CSpace

This function is called by:

SampleBeliefs Samples a set of beliefs from a POMDP.

SOURCE CODE

0001 function d=Distance(gm1,gm2)
0002 %   Approximated Kullback-Leibler distance between Gaussian mixture.
0003 %
0004 %   Returns the weighted KL distance between two Gaussian mixtures as
0005 %   defined in Appendix A.
0006 %
0007 %   See also CompressGR.
0008 
0009   if (gm1.n==0)||(gm2.n==0)
0010     d=inf;
0011   else
0012     d=0;
0013     for i=1:gm1.n
0014       g1=gm1.g{i};
0015       d=d+gm1.w(i)*min(cellfun(@(g2)(GaussianKL(g1,g2)),gm2.g));
0016     end
0017   end
0018