Description: fit_mix_gaussian - fit parameters for a mixed-gaussian distribution using EM algorithm
format: [u,sig,t,iter] = fit_mix_gaussian( X,M )
input: X - input samples, Nx1 vector
M - number of gaussians which are assumed to compose the distribution
output: u - fitted mean for each gaussian
sig - fitted standard deviation for each gaussian
t - probability of each gaussian in the complete distribution
iter- number of iterations done by the function
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File list (Check if you may need any files):
fit_mix_gaussian.m