Title :
Semi-invariants of the interclass Mahalanobis distance
Author :
Gonzalez, R.C. ; Wagner, C.G.
Author_Institution :
Dept. of Electrical Engng., Univ. of Tennessee, Knoxville, TN, USA
Abstract :
A new closed-form expression for the semi-invariants of the interclass Mahalanobis distance is derived. Typically, in the analysis of two multivariate Gaussian populations with different covariance matrices, simultaneous diagonalization of these matrices is required. The semi-invariants are given directly in terms of the mean vectors and inverse covariance matrices by the results established. In addition, a new iterative algorithm is derived for computing the moments of the interclass Mahalanobis distance from the semi-invariants.
Keywords :
matrix algebra; pattern recognition; picture processing; closed-form expression; covariance matrices; interclass Mahalanobis distance; inverse covariance matrices; mean vectors; multivariate Gaussian populations; pattern recognition; picture processing; semi-invariants; Algorithm design and analysis; Covariance matrix; Estimation; Learning automata; Sociology; Vectors;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1984.6313254
