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EM算法程序大全 EM算法原理 EM算法程序大全 EM算法原理

Dear Bahadir Gedikbey it is a good method but i think it has some mistake, The formula used to compute "gama" in your code is  
gama11(k)=exp((-(r(i)-x111)^2-(r(i+1)-x112)^2)/2/sigma);  
            gama12(k)=exp((-(r(i)-x121)^2-(r(i+1)-x122)^2)/2/sigma);  
            gama23(k)=exp((-(r(i)-x231)^2-(r(i+1)-x232)^2)/2/sigma);  
            gama24(k)=exp((-(r(i)-x241)^2-(r(i+1)-x242)^2)/2/sigma);  
            gama31(k)=exp((-(r(i)-x311)^2-(r(i+1)-x312)^2)/2/sigma);  
            gama32(k)=exp((-(r(i)-x321)^2-(r(i+1)-x322)^2)/2/sigma);  
            gama43(k)=exp((-(r(i)-x431)^2-(r(i+1)-x432)^2)/2/sigma);  
            gama44(k)=exp((-(r(i)-x441)^2-(r(i+1)-x442)^2)/2/sigma);  
 
but i think it should be like  
 
gama11(k)=exp((-(r(i)-x111)^2-(r(i+1)-x112)^2)/(2*sigma)); %see moons book page 595 equation or eq 14.21  
            gama12(k)=exp((-(r(i)-x121)^2-(r(i+1)-x122)^2)/(2*sigma));  
            gama23(k)=exp((-(r(i)-x231)^2-(r(i+1)-x232)^2)/(2*sigma));  
            gama24(k)=exp((-(r(i)-x241)^2-(r(i+1)-x242)^2)/(2*sigma));  
            gama31(k)=exp((-(r(i)-x311)^2-(r(i+1)-x312)^2)/(2*sigma));  
            gama32(k)=exp((-(r(i)-x321)^2-(r(i+1)-x322)^2)/(2*sigma));  
            gama43(k)=exp((-(r(i)-x431)^2-(r(i+1)-x432)^2)/(2*sigma));  
            gama44(k)=exp((-(r(i)-x441)^2-(r(i+1)-x442)^2)/(2*sigma));  
 
 
the sigma should be divided instead of multiplied  
Thanks and to check it  
[e-mail]