c语言em算法,基于CSMDEM算法的GMM学习方法

摘要:

To solve the over-splitting problem suffered in Mahalanobis distance based EM(MDEM) algorithm, a Competitive Stop MDEM (CSMDEM) algorithm is proposed. By regarding Minimum Description Length(MDL) criteria as a competitive stop condition and embedding it into MDEM algorithm, the CSMDEM algorithm can select model order while estimating the parameters of GMM. Experimental results show that the proposed CSEM algorithm has an increased capability to fit GMM while maintaining a low average number of EM iterations. By applying it to signal sorting, the proposed EM algorithm can sort FH signals with high correctness.

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