Update 2021JUL21.md

2021JUL21.md

@@ -26,13 +26,13 @@ Algorithm 1. EM for the Fusion of GMMs
  3. Initialise the transformation matrix $`\mathbf{U}`$ using Algorithm 3.
  4. For iteration = $`1, 2, ...`$, do
     - **E-step.** Evaluate the responsibilities using the current parameter values
-     - $`\gamma(y_{nk}) = \frac{\pi_{k}\mathcal{N}(\mathbf{x}^{L}_{n} | \mu_{k}, \Sigma_{k}^{L})\mathcal{N}(\mathbf{Ux}^{H}_{n} | \mu_{k}, \Sigma_{k}^{H})}{\sum_{j=1}^{K}\pi_{j}\mathcal{N}(\mathbf{x}^{L}_{n} | \mu_{k}, \Sigma_{k}^{L})\mathcal{N}(\mathbf{Ux}^{H}_{n} | \mu_{k}, \Sigma_{k}^{H})}`$
+       - $`\gamma(y_{nk}) = \frac{\pi_{k}\mathcal{N}(\mathbf{x}^{L}_{n} | \mu_{k}, \Sigma_{k}^{L})\mathcal{N}(\mathbf{Ux}^{H}_{n} | \mu_{k}, \Sigma_{k}^{H})}{\sum_{j=1}^{K}\pi_{j}\mathcal{N}(\mathbf{x}^{L}_{n} | \mu_{k}, \Sigma_{k}^{L})\mathcal{N}(\mathbf{Ux}^{H}_{n} | \mu_{k}, \Sigma_{k}^{H})}`$
     - **M-step.** Re-estimate the parameters using the current responsibilities by setting the derivatives to zero
-     - $`\mu_{k}^{\text{new}} = \frac{1}{N_{k}}((\Sigma^{H}_{k})^{-1} + (\Sigma^{L}_{k})^{-1} )^{-1}\sum_{n=1}^{N}\gamma(y_{nk})((\Sigma_{k}^{H})^{-1}\mathbf{Ux}^{H}_{n} + (\Sigma_{k}^{L})^{-1}\mathbf{x}_{n}^{L} )`$
-     - $`\Sigma_{k}^{L} = \frac{1}{N_{k}}\sum_{n=1}^{N}\gamma(y_{nk})(\mathbf{x}^{L}_{n} - \mathbf{\mu}_{k})(\mathbf{x}^{L}_{n} - \mathbf{\mu}_{k})^{T}`$
-     - $`\Sigma_{k}^{H} = \frac{1}{N_{k}}\sum_{n=1}^{N}\gamma(y_{nk})(\mathbf{Ux}^{H}_{n} - \mathbf{\mu}_{k})(\mathbf{Ux}^{H}_{n} - \mathbf{\mu}_{k})^{T}`$
-     - $`\pi_k = \frac{N_{k}}{N}`$
-     - $`\mathbf{U}=`$ 
+       - $`\mu_{k}^{\text{new}} = \frac{1}{N_{k}}((\Sigma^{H}_{k})^{-1} + (\Sigma^{L}_{k})^{-1} )^{-1}\sum_{n=1}^{N}\gamma(y_{nk})((\Sigma_{k}^{H})^{-1}\mathbf{Ux}^{H}_{n} + (\Sigma_{k}^{L})^{-1}\mathbf{x}_{n}^{L} )`$
+       - $`\Sigma_{k}^{L} = \frac{1}{N_{k}}\sum_{n=1}^{N}\gamma(y_{nk})(\mathbf{x}^{L}_{n} - \mathbf{\mu}_{k})(\mathbf{x}^{L}_{n} - \mathbf{\mu}_{k})^{T}`$
+       - $`\Sigma_{k}^{H} = \frac{1}{N_{k}}\sum_{n=1}^{N}\gamma(y_{nk})(\mathbf{Ux}^{H}_{n} - \mathbf{\mu}_{k})(\mathbf{Ux}^{H}_{n} - \mathbf{\mu}_{k})^{T}`$
+       - $`\pi_k = \frac{N_{k}}{N}`$
+       - $`\mathbf{U}=`$ 
 
 ### Simulation results
 #### We considered three scenarios