title: Multivariate Gaussian Distribution in particle filter
body: <p>While initialising the particles, i need to add some gaussian noise to it. For example </p>
  
  <pre><code>particle.x(i) = rect(1)+mgd(1,1,0,10);
  </code></pre>
  
  <p>here <code>rect(1)</code> gives the position, and mgd function is providing the noise</p>
  
  <p>The details about the mgd function are:</p>
  
  <ul>
  <li>Function <code>x=mgd(N,d,rmean,covariance)</code></li>
  <li>Generates a Multivariate Gaussian Distribution</li>
  <li>Usage <code>x=mgd(N,d,mu,sigmax)</code></li>
  <li>This function generates <code>N</code> samples from a d-dimension
  Gaussian distribution</li>
  </ul>
  
  <p>My value of <code>N</code> and d are always 1, How can I implement the <code>mgd</code> function in opencv c++?</p>