function density=KernelDensityEstimate(x,particles,weights,kernelstd) %function to calculate a Kernel approximation for given samples and weights %-inputs %%%-x : Values to evaluate the kernel approximated density function %%%-particles : array holding the samples from the density of size 1 x N. %%%-weights : array holsing the weights for the samples of size 1 x N %%%-kernelstd : standard deviation for the kernel function %-outputs %%%-density : kernel approximated density evaluated at points x. N=length(weights);%number of samples density=zeros(size(x));%initiate the kernel approximated density for i=1:N,%for all samples density=density+weights(i)*normpdf(x-particles(i),0,kernelstd);%add the corresponding kernel approximation end