From 186de044f42e808bce04de93dfe620ed44c0692a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
 <frederic.karame@univ-lemans.fr>
Date: Fri, 16 Nov 2012 11:45:21 +0100
Subject: [PATCH] fix bugs for sampling in a gaussian-mixture distributions.

---
 matlab/particle/importance_sampling.m | 11 +++++++++++
 1 file changed, 11 insertions(+)
 create mode 100644 matlab/particle/importance_sampling.m

diff --git a/matlab/particle/importance_sampling.m b/matlab/particle/importance_sampling.m
new file mode 100644
index 000000000..a0c527757
--- /dev/null
+++ b/matlab/particle/importance_sampling.m
@@ -0,0 +1,11 @@
+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); 
+