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Classification, Parameter Estimation and
State Estimation
Classification, Parameter Estimation and State Estimation: An Engineering Approach using MATLAB
F. van der Heijden, R.P.W. Duin, D. de Ridder and D.M.J. Tax
2004 John Wiley & Sons, Ltd ISBN: 0-470-09013-8
Classification, Parameter
Estimation and
State Estimation
An Engineering Approach using MATLAB
Ò
F. van der Heijden
Faculty of Electrical Engineering, Mathematics and Computer Science
University of Twente
The Netherlands
R.P.W. Duin
Faculty of Electrical Engineering, Mathematics and Computer Science
Delft University of Technology
The Netherlands
D. de Ridder
Faculty of Electrical Engineering, Mathematics and Computer Science
Delft University of Technology
The Netherlands
D.M.J. Tax
Faculty of Electrical Engineering, Mathematics and Computer Science
Delft University of Technology
The Netherlands
Copyright Ó 2004 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester,
West Sussex PO19 8SQ, England
Telephone (þ44) 1243 779777
Email (for orders and customer service enquiries): cs-books@wiley.co.uk
Visit our Home Page on www.wileyeurope.com or www.wiley.com
All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval
system or transmitted in any form or by any means, electronic, mechanical, photocopying,
recording, scanning or otherwise, except under the terms of the Copyright, Designs and
Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd,
90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing
of the Publisher. Requests to the Publisher should be addressed to the Permissions Department,
John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ,
England, or emailed to permreq@wiley.co.uk, or faxed to (þ44) 1243 770620.
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All brand names and product names used in this book are trade names, service marks,
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Library of Congress Cataloging in Publication Data
Classification, parameter estimation and state estimation : an engineering approach using
M
ATLAB / F. van der Heijden . . . [et al.].
p. cm.
Includes bibliographical references and index.
ISBN 0-470-09013-8 (cloth : alk. paper)
1. Engineering mathematics—Data processing. 2. M
ATLAB. 3. Mensuration—Data
processing. 4. Estimation theory—Data processing. I. Heijden, Ferdinand van der.
TA331.C53 2004
681
0
.2—dc22
2004011561
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
ISBN 0-470-09013-8
Typeset in 10.5/13pt Sabon by Integra Software Services Pvt. Ltd, Pondicherry, India
Printed and bound in Great Britain by TJ International Ltd, Padstow, Cornwall
This book is printed on acid-free paper responsibly manufactured from sustainable
forestry in which at least two trees are planted for each one used for paper production.
Contents
Preface xi
Foreword xv
1 Introduction 1
1.1 The scope of the book 2
1.1.1 Classification 3
1.1.2 Parameter estimation 4
1.1.3 State estimation 5
1.1.4 Relations between the subjects 6
1.2 Engineering 9
1.3 The organization of the book 11
1.4 References 12
2 Detection and Classification 13
2.1 Bayesian classification 16
2.1.1 Uniform cost function and minimum error rate 23
2.1.2 Normal distributed measurements; linear
and quadratic classifiers 25
2.2 Rejection 32
2.2.1 Minimum error rate classification with
reject option 33
2.3 Detection: the two-class case 35
2.4 Selected bibliography 43
2.5 Exercises 43
3 Parameter Estimation 45
3.1 Bayesian estimation 47
3.1.1 MMSE estimation 54
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