test.m

高斯分布期望优化（em）算法matlab实现

%test

clear; clf;
% K = 3;
K = 2;
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);
subplot(2,1,1), plot(Y); axis([1 T 0.5 2.5]); 
subplot(2,1,2), plot(X);

keyboard;

% Ainit = [0.99 0.005 0.005;0.02 0.95 0.03;0.05 0.05 0.9];
% minit = [-3 +5 +15];
% sigma2init = [2 3 20];
% pinit = [0.1 0.8 0.1];

Ainit = [0.99 0.01;0.01 0.99]
minit = [-2 3]
sigma2init = [5 5]
pinit = [0.75 0.25]

[Aout, pout, mout, sigma2out] = em( X, Y, Ainit, pinit, minit, sigma2init, K, T, 10 );