Digital Signal Processing Reference
In-Depth Information
Fig. 4.2 Transformation from data space to feature vector space
where y LDs j
l
( c
1; l
¼
1, 2) is the output samples in the LDs j , and
F j is given by
T
F j ¼ð
r 1 r 2
r c Þ
ð
r
2
LDs j Þ :
(4.8)
As the result,
LD j; 1
T
LD j; 2
T
m j T
T
x j ¼ððy
Þ
; ðy
Þ
;
Þ
(4.9)
:
2. For each feature vector x j , the following covariance matrix R j is calculated:
0
1
V j; 1 00
0 V j; 2 0
00 Q j
@
A
R j ¼
(4.10)
where
SSR j;l
F j Þ 1
Þ ð F j T
V j;l ¼
(4.11)
c
ð
9
þ
1
y LDs j
l
y LDs j
l
T
F j ð F j T
F j Þ 1
F j T
SSR j;l ¼
ð
I
Þ
(4.12)
X
r2LDs j ð
T
Q j ¼
r
m j Þð
r
m j Þ
(4.13)
:
x j represents the combination of the local dynamics and data.
By this definition, the data is classified based not only on the value of data but
also on the similarity of the underlying dynamics. Furthermore, the covariance
matrix R j represents the confidence level of the corresponding feature vector
The feature vector
x j .
R j is used as the weighting matrix in the calculation of the dissimilarity between
feature vectors in the clustering procedure.
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