fit Gaussian mixture Models (GMMs) with known initial parameters using MATLAB
Unfortunately the description on using this feature is not so clear in MATLAB help. I found this link very helpful.
I also make an easy example whose the results are shown below. The MATLAB code is available here. In the first figure, I fit gmm to the data point Y. Next, I add some new points (red) to the data point Y, let’s call the new data point Y_new. In second figure, Y_new is fitted with gmm with known initial parameters obtained from the previous experiment. In the last figure, Y_new is fitted with gmm with random initial parameters.