Global optimal discriminant vectors under the global Fisher discriminant criterion

摘要

The Fisher linear discriminant vector has been used as the optimal linear method in solving pattern classification problems. This paper proposes an iterative algorithm to calculate a global optimal set of discriminant vectors under the global Fisher discriminant criterion. The main advantage of our algorithm is that the scatter matrices in the subspace spanned by all discriminant vectors in the proposed optimal set have the global minimum within-class scatter and global maximum between-class scatter as compared to the Foley-Sammon local optimal set.