The following Matlab project contains the source code and Matlab examples used for particle smoothing expectation maximization procedure.
Suppose you have a random process x(t), that is generated from time indexed densities N(m1(t),sigma1(t)) with probability alpha, and from density N(m2(t),sigma2(t)) with probability 1-alpha.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

constraints.m | 321 |

DataExample.m | 1092 |

edata.txt | 14877 |

gaussmix.m | 195 |

likelihoodj.m | 225 |

mx.m | 104 |

my.m | 50 |

parametersfbs.m | 1567 |

pfilterj.m | 1156 |

simulatej.m | 289 |

SimulationExample.m | 1455 |

theta.m | 356 |

TimeIndexedGaussianMixture2.pdf | 259171 |

weight.m | 302 |

zerotest.m | 101 |

license.txt | 1312 |