Here's a link to an animation of the iterations of an EM clustering algorithm: http://www.youtube.com/watch?v=v-pq8VCQk4M
Andrew Ng's cs229 lectures on EM method:
Expectation-Maximization Algorithm:
cs229-notes7b.pdf
Gaussian Discriminant Analysis:
cs229-notes8.pdf
http://www.cosmolearning.com/video-lectures/learning-algorithms-generative-gaussian-discriminant-analysis-digression/
More Reference Material
Our text book Section 9.2.2 Clustering Using Mixture Models
ExpectationMaximization.pdf
Maximum Likelihood by Andrew Moore
Challenge Problem Data Set: Synthetic Control Data
Paper to read: R. J. Alcock and Y. Manolopoulous
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