test2.m

高斯分布期望优化（em）算法matlab实现

clear; clf;

K = 3;
T = 1000;

A = [9/10 5/100 5/100; 1/10 8/10 1/10; 5/100 15/100 8/10];
m = [-5 1 10];
sigma2 = [1 5 10];
p = [9/10 1/10 0];

% m = [-1 1]
% sigma2 = [3 3]
% A = [0.95 0.05;0.05 0.95]
% p = [0.5 0.5]

[X,Y] = gen( A, p ,m, sigma2, K, T);

figure(1);%启动画图窗口
subplot(2,1,1), plot(Y); axis([1 T 0.5 3.5]); 
subplot(2,1,2), plot(X);