高斯随机变量
1.数学表达式
- 一维
待补充。。
- 二维
待补充。。
2.Matlab代码实现
u = [5 5]; Sigma = [1.5 -0.5;-0.5 1.5]
[X1,X2] = meshgrid(linspace(-10,10,60)', linspace(-10,10,60)');
X = [X1(:) X2(:)];
p = mvnpdf(X, u, Sigma);
surf(X1,X2,reshape(p,size(X1)));
colorbar
title('条件概率密度函数曲线');
运算结果如下图所示
3.Tips
linspace函数
Syntax
y = linspace(a,b)
y = linspace(a,b,n)
Description
The linspace function generates linearly spaced vectors. It is similar to the colon operator “:”, but gives direct control over the number of points.
- y = linspace(a,b) generates a row vector y of 100 points linearly
spaced between and including a and b. - y = linspace(a,b,n) generates a row vector y of n points linearly
spaced between and including a and b.
参考资料
高斯混合模型(GMM)及MATLAB代码
Matlab二维正态分布可视化
理论公式很好
多维高斯分布与协方差矩阵的关系以及高斯椭圆——分析了一些参数对于图形影响
!!!matlab中各种高斯相关函数写的最好的,个人认为