總算知道【馬氏距離】的意義,
加上實際操作MATLAB來驗證理論,
真正瞭然於心。
話說MATLAB真是一個強大的工具呢!
Mahalanobis distance
From WiKi (http://en.wikipedia.org/wiki/Mahalanobis_distance)
In statistics, Mahalanobis distance is a distance measure introduced by P. C. Mahalanobis in 1936. It is based on correlations between variables by which different patterns can be identified and analyzed. It is a useful way of determining similarity of an unknown sample set to a known one. It differs from Euclidean distance in that it takes into account the correlations of the data set and is scale-invariant. In other words, it is a multivariate effect size.
Definition
Formally, the Mahalanobis distance of a multivariate vector
from a group of values with mean
and covariance matrix S is defined as:![]()
HappyMan・迴響