www.pudn.com > gmm_utilities.zip > gmm_addition.m

function gr = gmm_addition(g1, g2) 
% Convolution for addition of two random variables: xr = x1+x2 
% Same as gmm_convolve. 
 
D = size(g1.x, 1); 
M = size(g1.x, 2); 
N = size(g2.x, 2); 
R = M*N; 
 
gr.x = zeros(D,R); 
gr.P = zeros(D,D,R); 
gr.w = zeros(1,R); 
 
k=1; 
for i=1:M 
    xi = g1.x(:,i); 
    Pi = g1.P(:,:,i); 
    wi = g1.w(i); 
     
    for j=1:N 
        gr.x(:,k) = xi + g2.x(:,j); 
        gr.P(:,:,k) = Pi + g2.P(:,:,j); 
        gr.w(k) = wi * g2.w(j); 
         
        k = k+1; 
    end 
end