Multivariate Gaussian Distribution in particle filter

While initialising the particles, i need to add some gaussian noise to it. For example

particle.x(i) = rect(1)+mgd(1,1,0,10);

here rect(1) gives the position, and mgd function is providing the noise

The details about the mgd function are:

• Function x=mgd(N,d,rmean,covariance)
• Generates a Multivariate Gaussian Distribution
• Usage x=mgd(N,d,mu,sigmax)
• This function generates N samples from a d-dimension Gaussian distribution

My value of N and d are always 1, How can I implement the mgd function in opencv c++?

Take a look at standard library "random", it includes methods for different distributions, including normal distribution.

In the case of uncorrelated variables, you can use independent 1D random number for each dimension (see KeillRandor's answer), otherwise it is not correct. For implementation you can look at MATLAB's code, to do it, type in script editor

mvnrnd

then right mouse click on just typed command and select open mvrnd in context menu. You'll see the MATLAB code for mvnrnd function.