品質工学の数理 11.マハラノビス空間におけるシュミットによる直交展開

抄録

In order to reduce cost by selecting important variables to construct Mahalanobis Distance for pattern recognition it is useful to consider the order of importance of each variable. Suppose k variables X₁, X₂, …, X_k be the order of importance, how to construct a new orthogonal set of variable x₁, x₂, …, x_k to study the accuracy of the pattern recognition. There is only one method called Schmit's orthogonalization. The method is explained here.