How can I add two Gaussian Mixture models?

If I have Guassian Mixture model of 5 mixtures, and I get new data, and want to add this data Gaussian mixture model into existing Guassian mixture model, how can I do this?

GMM=fitgmdist(features_vector,16);

now I have new data such as new features_vector features_vectore_new and calculated GMM for this one as well GMM_new=fitgmdist(features_vectore_new,16);

how can I update the GMM with new GMM_new??

h_GMM=GMM+GMM_new??????????

[Adam]

You can't add two models together. I'm not quite sure what kind of result you are aiming for.

If you have new data you can combine it with the old data and recreate a GMM based on the new combined data set, but if you create independent GMMs out of each set of data then I'm not sure what you are expecting the result to represent?

Answer 1

[Brendan Hamm]

The quick answer is you cannot. The fitting function needs to estimate the means vectors and covariance matrices for each of the Gaussians being used. This requires all of the training data to be incorporated simultaneously. So, you essentially need to fit this model all at once:

GMM = fitgmdist([features_vector;features_vectore_new],16);

Or, something similar depending on how you envision the output.