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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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