Particle smoothing expectation maximization procedure in matlab

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 NameSize
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