wolffd@0: function p = eval_pdf_clg(X,Y,mu,Sigma,W)
wolffd@0: % function p = eval_pdf_clg(X,Y,mu,Sigma,W)
wolffd@0: %
wolffd@0: % p(c,t) = N(Y(:,t); mu(:,c) + W(:,:,c)*X(:,t), Sigma(:,:,c))
wolffd@0: 
wolffd@0: [d T] = size(Y);
wolffd@0: [d nc] = size(mu);
wolffd@0: p = zeros(nc,T);
wolffd@0: for c=1:nc
wolffd@0:   denom = (2*pi)^(d/2)*sqrt(abs(det(Sigma(:,:,c))));
wolffd@0:   M = repmat(mu(:,c), 1, T) + W(:,:,c)*X;
wolffd@0:   mahal = sum(((Y-M)'*inv(Sigma(:,:,c))).*(Y-M)',2); 
wolffd@0:   p(c,:) = (exp(-0.5*mahal) / denom)';
wolffd@0: end