Observation: $\left(x_1,x_2,\cdots ,x_N\right)$ with $x_i\in R^n$

Initialization:

${\mu }_0,{\sigma }_0,{\pi }_0$

While $\log \left(P\left(x_1,x_2,\cdots ,x_N\right)\right)\le p_0\left(threshold\right)$

Expectation $r_{nk}=\frac{p_{k}N\left(x_n/{\mu }_k,{\sigma }_k\right)}{{\displaystyle \sum _{j=1}^K{p}_{j}N\left(x_n/{\mu }_j,{\sigma }_j\right)}}$

Maximization

End While