www.pudn.com > un_IMM_PDAF.zip > gaussian_prob.m

function p=gaussian_prob(x, m, C, use_log) 
% p=gaussian_prob(x, m, C, use_log) 
% 
% Evaluate the multi-variate density with mean vector m and covariance 
% matrix C for the input vector x. 
% Vectorized version: Here X is a matrix of column vectors, and p is  
% a vector of probabilities for each vector. 
 
if nargin<4, use_log = 0; end 
 
d   = length(m); 
 
if size(x,1)~=d 
   x=x'; 
end 
N       = size(x,2); 
 
m       = m(:); 
M       = m*ones(1,N); 
denom   = (2*pi)^(d/2)*sqrt(abs(det(C))); 
invC    = inv(C); 
mahal   = sum(((x-M)'*invC).*(x-M)',2);   % Chris Bregler's trick 
 
switch use_log, 
case 2, 
  p     = mahal; 
case 1, 
  p     = -0.5*mahal - log(denom); 
case 0, 
  numer = exp(-0.5*mahal); 
  p     = numer/denom; 
otherwise 
    error('Unsupported log type') 
end 
     
     
% if use_log == 2, 
%   p     = mahal; 
% elseif use_log==1, 
%   p     = -0.5*mahal - log(denom); 
% else 
%   numer = exp(-0.5*mahal); 
%   p     = numer/denom; 
% end