gusucode.com > 用粒子滤波算法进行跟踪的matlab代码 > gmm_utilities/kernel_multiply.m

    function gr = kernel_multiply(g1,g2)

D = size(g1.x, 1);
M = size(g1.x, 2);
N = size(g2.x, 2);
R = M*N;

gr.x = zeros(D,R);
gr.w = zeros(1,R);

k=1;
for i=1:M
    xi = repcol(g1.x(:,i), N);
    wi = repcol(g1.w(i), N);
    
    [x, gr.P, w] = gauss_multiply(xi, g1.P, g2.x, g2.P);
    
    ii = k:(k+N-1);
    gr.x(:,ii) = x;
    gr.w(ii) = w*wi*g2.w;
    
    k = ii(end) + 1;
end