Here are some references that we'll use for EM algorithm.  The first is Professor Andrew Ng's notes on EM from Stanford course cs229. Here's a link to Professor Ng's notes:  cs229-notes7b.pdf  Here's a short tutorial by Sean Borman that discusses the technique in general and nature of its convergence.  EM_algorithm.pdf .  Here is another tutorial from Jeff Blimes at Berkeley:  10.1.1.38.4498-1.pdf