%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%???Multivariate?Gaussian?Normal?Function???%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%?nuk?is?Innovation?mean?in?Kalman?Filter
%?S?is?Innovation?Covariance?in?Kalman?Filter
%?likelihood?is?the?normal?pdf??



function?likelihood?=?gauss_pdf（nukS）
????
???%?n?=?length（nuk）;?%?calculating?length?
????
????E?=?-1/2.*（nuk‘*inv（S）*nuk）;?%?
????
???%?likelihood?=?exp（E）/（（2*pi）^（n/2）*det（S）^（1/2））;
????likelihood?=?exp（E）?/?sqrt（2*pi*det（S））;
end

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2012-10-09?03:35??FIMM\
?????文件?????????505??2012-10-08?22:20??FIMM\gauss_pdf.asv
?????文件?????????517??2012-10-09?03:44??FIMM\gauss_pdf.m
?????文件????????2917??2012-10-09?03:35??FIMM\IMM.asv
?????文件????????2971??2012-10-09?03:47??FIMM\IMM.m
?????文件????????1305??2012-10-08?22:40??FIMM\Kalman.asv
?????文件????????1240??2012-10-08?23:44??FIMM\Kalman.m
?????文件????????1546??2012-10-08?21:52??license.txt