A general solution to the maximization of the multidimensional generalized Rayleigh quotient used in linear discriminant analysis for signal classification

Ramon Prieto. A general solution to the maximization of the multidimensional generalized Rayleigh quotient used in linear discriminant analysis for signal classification. In 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '03, Hong Kong, April 6-10, 2003. pages 157-160, IEEE, 2003. [doi]

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