An expectation maximization Algorithm for learning a multi-dimensional Gaussian mixture.
Although EM algorithm for Gaussian mixture (EM_GM) learning is well known, 3 major MATLAB EM_GM codes are found on the web. However, they either have errors or not easy to incorporate into other MATLAB codes. Therefore, I decide to write my own EM_GM and Share IT. My EM_GM is designed as a single file function (i.e. all sub functions are included in the same file) for convenience and portability.
Detail descriptions of all inputs and outputs are included in the file. EM_GM can be controlled to plot 1D or 2D problems and display CPU time used as well as number of iterations.
