Two-parameter Fisher criterion

This paper proposes further generalization of a multiclass Fisher´s criterion. A formula describing the dependence between the generalized multiclass Fisher´s criterion F_Θ and the variance criterion F_vΘ has been obtained. Using this formula, it has been shown that the feature extraction methods based on the Karhunen-Loeve (K-L) expansions are special cases of the discriminant method. A full evaluation of heuristic methods for feature extraction based on the K-L expansion with regard to discriminant methods has been presented. A new algorithm for sequential feature extraction has been proposed and is illustrated with an example