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arXiv · 0710.1760

A Spectral Analysis Approach for Gaussian Mixture Estimation

N. Paul·M. Terre·L. Fety
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Abstract

This paper deals with the estimation of one-dimensional Gaussian mixture. Given a set of observations of a K-component Gaussian mixture, we focus on the estimation of the component expectations. The number of components is supposed to be known. Our method is based on a spectral analysis of the estimated first characteristic function. We construct a Toeplitz matrix RM with 2M-1 estimated samples of the first characteristic function and show that the mixture component expectations can be derived from the eigenvector decomposition of RM. Simulations illustrate the performance of our algorithm on several configurations of a six-component Gaussian mixture. In the investigated scenarios the proposed method outperforms the Expectation-Maximization algorithm

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N. Paul, M. Terre, L. Fety. 2007-10-09. A Spectral Analysis Approach for Gaussian Mixture Estimation. https://arxiv.org/abs/0710.1760

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