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

function [x,P,wn] = gmm_to_gaussian(g) 
% Convert gmm to a single Gaussian (ie, compute first two moments of mixture).  
 
[g, wn] = gmm_normalise(g); % gmm must be normalised for weighted sums to be meaningful 
 
[D,N] = size(g.x); 
w = reprow(g.w, D); 
x = sum(w.*g.x, 2); 
 
P = zeros(D); 
for i=1:N 
    P = P + g.w(i) * g.P(:,:,i); 
end 
xerr = g.x - repcol(x, N); 
P = P + w.*xerr*xerr';  
 
return  
 
 
% TODO: implement faster version: ...  
[D,N] = size(g.x); 
 
w = reprow(g.w, D); 
x = sum(w.*g.x, 2); 
 
xerr = g.x - repcol(x, N); 
P = reshape(g.P, [N,D*D,1]); 
Pw = sum(w.*P, 1); 
Pw = reshape(Pw, [D,D]); 
%Pw = reshape(sum(w.*reshape(g.P, [N,D*D,1]), 1), [D,D]); % reshape permits summing over P values 
P = Pw + w.*xerr*xerr';  
 
% g.P is DxDxN 
% g.w is N 
% w is DxN