一次元の変数のガウス分布に基づくベイズ推定のサンプルプログラム

BayesianFilter1D.m

% -------------------------------------------------------------------------
%
% File : BayesianFilter1D.m
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% Discription : 1 dimentioanl Bayesian Filter Sample Program  
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% Environment : Octave (Matlab)
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% Author : Atsushi Sakai
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% Copyright (c): 2013 Atsushi Sakai
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% License : Modified BSD Software License Agreement
% -------------------------------------------------------------------------

function []=BayesianFilter1D()

close all;
clear all;

disp("1 dimentional Bayesian filter Sample Start!!");

m=1;
v=1;

figure(1)

GaussianPlot(m,v,'b');hold on;
GaussianPlot(m+1,v+1,'r');hold on;

grid on;

GaussianPlot.m

function []=GaussianPlot(m,v,color)

x=[m-3*v:0.1:m+3*v];

g=[];
for i=1:length(x)
  g=[g 1/sqrt(2*pi*v)*exp(-(x(i)-m)^2/(2*v))];
end

plot(x,g,['-',color]);
grid on;