This matlab code implements the Expectation-Maximization algorithm to estimate the parameters of a gaussian mixture model.

状态模型的极大似然估计，使用EM算法，以及卡尔曼滤波。-This supplementary note discusses the maximum likelihood esti-mation of state space models using Expectation-Maximization (EM) algorithm and bootstrap procedure for statistical inference. A Matlab program scr ipt impleme

自己编写的期望最大化（EM）算法的MATLAB实现，里面有较为运行方法和程序说明，对新手有很好的帮助- I have written the expectation-maximization (EM) algorithm in MATLAB, which has run more methods and procedures described, there is a good help for the novice