Optimal Fuzzy Partitions: A Heuristic for Estimating the Parameters in a Mixture of Normal Distributions

An algorithm is described for generating fuzzy partitions which extremize a fuzzy extension of the k-means squared-error criterion function on finite data sets X. It is shown how this algorithm may be applied to the problem of estimating the parameters (a priori probabilities, means, and covariances) of mixture of multivariate normal densities, given a finite sample X drawn from the mixture. The behavior of the algorithm is compared with that of the ordinary ISODATA clustering process and the maximum likelihood method, for a specific bivariate mixture.