Page 160 - Introduction to Statistical Pattern Recognition
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142 Introduction to Statistical Pattern Recognition
Since s’=q’+o?, f (ql,q2,s:,s$) is a function of ql, q2, o:, and also.
The reason why s’ is used instead of 0’ is that the second order moments are
easier to handle than the central second order moments in which the means
must be subtracted. The variation off, Sf, due to the variation of y(X), 6y(X),
is expressed by
where Sqi and 8s; are computed from (4.48) and (4.49) as
(4.5 1)
(4.52)
Substituting (4.5 1) and (4.52) into (4.50), 6f becomes
In order to make Sf = 0 regardless of Sy(X), the [.] term in the integrand must
be zero. Thus