function?[WMVL]?=?EM_GM（XkltolmaxiterpflagInit）
%?[WMVL]?=?EM_GM（XkltolmaxiterpflagInit）?
%?
%?EM?algorithm?for?k?multidimensional?Gaussian?mixture?estimation
%
%?Inputs:
%???X（nd）?-?input?data?n=number?of?observations?d=dimension?of?variable
%???k?-?maximum?number?of?Gaussian?components?allowed
%???ltol?-?percentage?of?the?log?likelihood?difference?between?2?iterations?（[]?for?none）
%???maxiter?-?maximum?number?of?iteration?allowed?（[]?for?none）
%???pflag?-?1?for?plotting?GM?for?1D?or?2D?cases?only?0?otherwise?（[]?for?none）
%???Init?-?structure?of?initial?W?M?V:?Init.W?Init.M?Init.V?（[]?for?none）
%
%?Ouputs:
%???W（1k）?-?estimated?weights?of?GM
%???M（dk）?-?estimated?mean?vectors?of?GM
%???V（ddk）?-?estimated?covariance?matrices?of?GM
%???L?-?log?likelihood?of?estimates
%
%?Written?by
%???Patrick?P.?C.?Tsui
%???PAMI?research?group
%???Department?of?Electrical?and?Computer?Engineering
%???University?of?Waterloo?
%???March?2006
%

%%%%?Validate?inputs?%%%%
if?nargin?<=?1
????disp（‘EM_GM?must?have?at?least?2?inputs:?Xk!/n‘）
????return
elseif?nargin?==?2
????ltol?=?0.1;?maxiter?=?1000;?pflag?=?0;?Init?=?[];
????err_X?=?Verify_X（X）;
????err_k?=?Verify_k（k）;
????if?err_X?|?err_k?return;?end
elseif?nargin?==?3
????maxiter?=?1000;?pflag?=?0;?Init?=?[];
????err_X?=?Verify_X（X）;
????err_k?=?Verify_k（k）;
????[ltolerr_ltol]?=?Verify_ltol（ltol）;????
????if?err_X?|?err_k?|?err_ltol?return;?end
elseif?nargin?==?4
????pflag?=?0;??Init?=?[];
????err_X?=?Verify_X（X）;
????err_k?=?Verify_k（k）;
????[ltolerr_ltol]?=?Verify_ltol（ltol）;????
????[maxitererr_maxiter]?=?Verify_maxiter（maxiter）;
????if?err_X?|?err_k?|?err_ltol?|?err_maxiter?return;?end
elseif?nargin?==?5
?????Init?=?[];
????err_X?=?Verify_X（X）;
????err_k?=?Verify_k（k）;
????[ltolerr_ltol]?=?Verify_ltol（ltol）;????
????[maxitererr_maxiter]?=?Verify_maxiter（maxiter）;
????[pflagerr_pflag]?=?Verify_pflag（pflag）;
????if?err_X?|?err_k?|?err_ltol?|?err_maxiter?|?err_pflag?return;?end
elseif?nargin?==?6
????err_X?=?Verify_X（X）;
????err_k?=?Verify_k（k）;
????[ltolerr_ltol]?=?Verify_ltol（ltol）;????
????[maxitererr_maxiter]?=?Verify_maxiter（maxiter）;
????[pflagerr_pflag]?=?Verify_pflag（pflag）;
????[Initerr_Init]=Verify_Init（Init）;
????if?err_X?|?err_k?|?err_ltol?|?err_maxiter?|?err_pflag?|?err_Init?return;?end
else
????disp（‘EM_GM?must?have?2?to?6?inputs!‘）;
????return
end

%%%%?Initialize?W?M?VL?%%%%
t?=?cputime;
if?isempty（Init）??
????[WMV]?=?Init_EM（Xk）;?L?=?0;????
else
????W?=?Init.W;
????M?=?Init.M;
????V?=?Init.V;
end
Ln?=?Likelihood（XkWMV）;?%?Initialize?log?likelihood
Lo?=?2*Ln;

%%%%?EM?algorithm?%%%%
niter?=?0;
while?（abs（100*（Ln-Lo）/Lo）>ltol）?&?（niter<=maxiter）
????E?=?Expectation（XkWMV）;?%?E-step????
????[WMV]?=?Maximization（XkE）;??%?M-step
????Lo?=?Ln;
????Ln?=?Likelihood（XkWMV）;
????niter?=?niter?+?1;
end?
L?=?Ln;

%%%%?Plot?1D?or?2D?%%%%
if?

?屬性????????????大小?????日期????時間???名稱
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?????目錄??????????0??2009-06-15?08:34??混合高斯em算法matlab源碼可算三個參數

?????文件??????10013??2007-07-05?10:54??混合高斯em算法matlab源碼可算三個參數\EM_GM.m

?????文件??????10742??2007-07-05?10:55??混合高斯em算法matlab源碼可算三個參數\EM_GM_fast.m

?????文件???????5696??2007-07-05?10:55??混合高斯em算法matlab源碼可算三個參數\Plot_GM.m

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