gao.m

EM algorithm based on constrained mixture Gaussion model

function G = Gao(X,U,xie,m,n,k)
for i = 1:n
    for j=1:k
        G(i,j) = exp((-1/2).*(X(i,:)- U(j,:))*pinv(xie(:,:,j))*(X(i,:)-U(j,:)).')*1/((2*pi).^(m/2)*sqrt(det(xie(:,:,j))));
    end 
end