Hi, thanks for the code; well written.
Can you help me out with a simple query? When we specify the number of Gaussians to (say 2), can we find the weight of each Gaussian component, (i.e weight of all samples that have label=1 and weight of all samples that have label=2)?
I really have not understood this code yet. In my case, I also study on EKF for GPS data that I want to apply EKF to due with noise and missing data in GPS data. I have one GPS data columm with more than 2000 of length. Who could show me how to do it?
Thank you so much for your kinds