testmog4.m

高斯混合模型参数估计,EM算法,sunMOG.m为函数,testMOG4.m为测试程序

close all;clear all;clc;
w=[1000 700 800];
u=[-2 0 3];
v=[0.2 0.5 0.2];
t=u(1)-2:0.02:u(3)+2;
yy=zeros(1,size(t,2));
for j=1:size(w,2)
    yy=yy+w(j)/sqrt(2*pi*v(j))*exp(-(t-u(j)).^2/v(j)/2);
end
figure;plot(  yy )

x=[];
for j=1:3
    x=[x normrnd(u(j),v(j),1,w(j))];
end
figure;hist(x,t)

J=3;
[omega mu nu it del]=sunMOG(x, J);
y=zeros(1,size(t,2));
for j=1:J
    y=y+omega(j)/sqrt(2*pi*nu(j))*exp(-(t-mu(j)).^2/nu(j)/2);
end
figure;plot( y )

[it del]
[omega mu nu]