computes the density of particles in a gaussian distribution.

matlab/particle/probability.m

@@ -0,0 +1,21 @@
+function [prior,likelihood,C,posterior] = probability(mu,sqrtP,prior,X)
+[dim,nov] = size(X);              
+M = size(mu,2) ;
+if nargout>1
+  likelihood = zeros(M,nov);        
+  normfact = (2*pi)^(dim/2);  
+  for k=1:M
+    XX = bsxfun(@minus,X,mu(:,k));
+    S = sqrtP(:,:,k);
+    foo = S \ XX;
+    likelihood(k,:) = exp(-0.5*sum(foo.*foo, 1))/abs((normfact*prod(diag(S))));
+  end
+end
+likelihood = likelihood + 1e-99;
+if nargout>2
+  C = prior*likelihood + 1e-99;                   
+end
+if nargout>3
+  posterior = bsxfun(@rdivide,bsxfun(@times,prior',likelihood),C) + 1e-99 ;
+  posterior = bsxfun(@rdivide,posterior,sum(posterior,1));
+end