Drawing decision boundary of two multivariate gaussian

Question

I am trying to plot something similar to below:

I am using Matlab. I achieved drawing contour plots. However I could not draw the discriminant. Can anyone show a sample Matlab code or give some idea to draw the discriminant?

Answer 1

If you know the probability density function of each of the gaussian for a given point (x,y), lets say its pdf1(x,y) and pdf2(x,y) then you can simply plot the contour line of f(x,y) := pdf1(x,y) > pdf2(x,y). So you define function f to be 1 iff pdf1(x,y)>pdf2(x,y). This way the only contour will be placed along the curve where pdf1(x,y)==pdf2(x,y) which is the decision boundary (discriminant). If you wish to define "nice" function you can do it simply by setting f(x,y) = sgn( pdf1(x,y) - pdf2(x,y) ), and plotting its contour plot will result in exact same discriminant.