EM算法.doc

通过EM简单算法，可以给初学者参考。function [weight, Lmda Sigma] = GSMM_EM(Data, weight0, Lmda0, Sigma0,iternum,T0) [t,N] = size(Data); step = 0; Lmda = Lmda0; Sigma = Sigma0; weight= weight0; T=T0; M = size(Lmd