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mtimesPURPOSE
Product of two Gaussians.
SYNOPSIS
function G=mtimes(G1,G2)
DESCRIPTION
Product of two Gaussians. Product of two Gaussians G1 and G2. It produces a Gaussian as ouput that represents the fusion of the information given by the two input Gaussians. CROSS-REFERENCE INFORMATION
This function calls:
SOURCE CODE
0001 function G=mtimes(G1,G2) 0002 % Product of two Gaussians. 0003 % 0004 % Product of two Gaussians G1 and G2. It produces a Gaussian as ouput that 0005 % represents the fusion of the information given by the two input Gaussians. 0006 0007 if G1.dim~=G2.dim 0008 error('Gaussians with different dimensions in Gaussian product'); 0009 end 0010 0011 if G1.d==0 0012 G=G1; 0013 else 0014 if G2.d==0 0015 G=G2; 0016 else 0017 iS=G1.iS+G2.iS; 0018 0019 R=chol(iS); 0020 iR=R\eye(size(R)); 0021 0022 d=1; 0023 for i=1:G1.dim 0024 d=d*R(i,i); 0025 end 0026 d=1/(d*d); 0027 0028 S=iR*iR'; 0029 0030 G.m=S*(G1.iS*G1.m+G2.iS*G2.m); 0031 G.dim=G1.dim; 0032 G.S=S; 0033 G.d=d; 0034 G.iS=iS; 0035 G.ct=1/sqrt(((2*pi)^G.dim)*G.d); 0036 0037 G=class(G,'Gaussian'); 0038 end 0039 end |