This code is Matlab code for solving the problem of adapting the weight of a Gaussian sum in the context of nonlinear filtering, as presented in the following paper.
Gabriel Terejanu, Puneet Singla, Tarunraj Singh, and Peter D. Scott. Adaptive Gaussian sum filter for nonlinear Bayesian estimation. IEEE Transactions on Automatic Control, 56(9):2151–2156, 2011, http://ieeexplore.ieee.org/document/5746510/