DocumentCode
1299962
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
Issue
3
fYear
1984
Firstpage
534
Lastpage
538
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;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1984.6313254
Filename
6313254
Link To Document