First version of a function computing the product of Gaussians

gaussianProduct.m

+function [Mu, Sigma] = gaussianProduct(model, p)
+
+% Leonel Rozo, 2014
+% 
+% Compute the product of Gaussians for a task-parametrized model where the
+% set of parameters are stored in the variable 'p'. 
+
+% GMM products 
+for i = 1 : model.nbStates
+  % Reallocating  
+  SigmaTmp = zeros(model.nbVar);
+  MuTmp = zeros(model.nbVar,1);
+  % Product of Gaussians
+  for m = 1 : model.nbFrames 
+    MuP = p(m).A * model.Mu(:,m,i) + p(m).b; 
+    SigmaP = p(m).A * model.Sigma(:,:,m,i) * p(m).A'; 
+    SigmaTmp = SigmaTmp + inv(SigmaP);
+    MuTmp = MuTmp + SigmaP\MuP; 
+  end
+  Sigma(:,:,i) = inv(SigmaTmp);
+  Mu(:,i) = Sigma(:,:,i) * MuTmp;    
+end
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