Gregor Boehl
Uni Bonn
$$ \scriptstyle \begin{align} \mu_i =& \left(\frac{W_{i-1}}{W_i}\right) \mu_{i-1} + \left(\frac{w_i}{W_i}\right) \mu_i^\mathbf{X}, \\ \Sigma_i =& \left(\frac{W_{i-1}}{W_i}\right) \Sigma_{i-1} + \left(\frac{w_i}{W_i}\right) \Sigma_i^\mathbf{X},\\ W_{i} =& W_{i-1} + w_i. \end{align} $$ | $$ \scriptstyle \begin{align} w_i &= a_i \sum_j^{n_c} \pi(X_{i,j}) \\ a_i &= \frac{1}{n_c}\sum_j^{n_c} \mathbf{1}_{\left\{X_{i,j} \neq {Y}_{i-1,j}\right\}} \left(X_{i,j}\right) \end{align} $$ |