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To N data points, we have,
c
n
0
1
x
...
x
1
1
L
c
=
0
,
(A6)
n
c
n
N
n
1
1
x
...
x
N
1
n LR ×+
Nn
( )
cR +
n
1
where
and
. Usually, the group number is estimated as,
{
}
n
=
min
i
:
λλε
+
<
,
(A7)
i
1
i
where
λ is the i th singular value of L , which is the collection of the first i +1
columns of L , and is a given threshold that depends on the noise level.
After solving the coefficient vector c of Eq.(A6), we can compute the n roots of
()
i
{} n
ii
n px , which correspond to the n cluster centers
μ
. Finally, the segmenta-
=
1
tion of the date is obtained by,
2
i
=
arg min (
x
μ
)
.
(A8)
j
j
=
1,...,
n
The scheme of Eq.(A5-A8) is called as the Polysegment algorithm in [13].
 
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