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fix bugs for sampling in a gaussian-mixture distributions.

time-shift
Frédéric Karamé 2012-11-16 11:45:21 +01:00
parent f7e3ad7b25
commit 186de044f4
1 changed files with 11 additions and 0 deletions
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matlab/particle/importance_sampling.m Normal file
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function State_Particles = importance_sampling(StateMuPost,StateSqrtPPost,StateWeightsPost,numP)
[Xdim,Gsecond] = size(StateMuPost) ;
u = rand(numP,1);
[Nc,comp] = histc(u, cumsum([0; StateWeightsPost]));
State_Particles = zeros(Xdim,numP);
for k=1:Gsecond
idx = bsxfun(@eq,comp,k*ones(size(comp))) ;
State_Particles(:,idx) = StateSqrtPPost(:,:,k)*randn(Xdim,Nc(k));
end
State_Particles= State_Particles + StateMuPost(:,comp);