@article{ZivkHeij2004, author="Z.Zivkovic and F.van der Heijden", title="Recursive unsupervised learning of finite mixture models", journal="IEEE Transactions on Pattern Analysis and Machine Intelligence", volume=26, number=5, year=2004, abstract="There are two open problems when finite mixture densities are used to model multivariate data: the selection of the number of components and the initialization. In this paper we propose an on-line (recursive) algorithm that estimates the parameters of the mixture and that simultaneously selects the number of components. The new algorithm starts with a large number of randomly initialized components. A prior is used as a bias for maximally structured models. A stochastic approximation recursive learning algorithm is proposed to search for the maximum a posteriori (MAP) solution and to discard the irrelevant components." }