模式识别导论奇数.pdf
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1、?(1)?2?11?1(|)P X?1?2?1?2?1(P)?2()P?X?1?X?2?(|)iPX?(|)iPX?12(|)(|)PXPX?X?1?21(|)(|PXPX)?X?2?X?1?2(|)PX?2(|)PX?)(|iPX?(|)iPX?(|)iP X?(|)()(|)()iiiP XPPXP X?1?X?()P X112()(|)()(|)()P XP XPP XP2?()P Xi?112(2|)()(|)()P XPP XP?12X?2?l1122(|)()(|)P XlXP X?3?2121()()()PlXP?12X?4?()ln()Xl X?()ln()h Xl X?12(
2、)()ln()Ph XP?12X?5?1122()ln(|)ln(|)ln()PP XP XP?12X?6?1221221211211(|)()(|)()P XPLLXP XPLL?10?1212()(|)/(|)lXP XP X?12?12?=?2212211211()()/()PLLPLL?()iP?L?0?13?(,)iiN m C112211(|)exp()(2(2)|TiiniP XxmCxmC?)ii?11?i?11?imiCiln22n?12?()()ijd XdX?X?()id Xij?()()ijd XdX?13?1?2ijCCI?121CI?1ln|2iC?12?12?(i
3、)yxm?13?13?()(Ti)ixmxm?TX X?2211()ln()2Tiiiid XPm mX m?Ti?14?X?X?im()()iPPj?j?14?()()ijd XdX?222()2()2ln()TiijijjPXmmmmP0?3?2?2I?2?4?2?n?3?13?2?12?TX X?1ln|2iC?11()ln()()()2Tiiid xPxmCxm?i?15?11()ln()2TTiiiid XPm C mX C m?1i?16?1m2m2?3m4m1?4?3?a?b?c?d?e?3?4?2?1?2?1m1m1?1m1?2?2m2m2m1?1m2m1m1?1?2?2m2?
4、2?2?13?3?12?X?12?M?12?1ln()ln|2iP?iCj?M?1()()TiiiQxmCxm?1?1()iiACa?,(iYxm)?11nnTijijijQY AYa YY?2nn?A?TAL L?()ijLl?221(nnTTijjij iQY L LYLYl Y?)?22?22?(1)/2n nn?2?B?1iAC?2?iiiiba?20ijijaibij?j)?1120ijiinnaaBaa?23?1(nnTijjiij iQY AYb Y Y?8?9?5?1?8?3?5?1?2?1?2?21|P Xdx?1?1?X?2?2?122|P Xdx?1?2?2111|1|P
5、 XdXP XdX?1?1?2?24?111120120211|P XdXP XdXP XP XdX0?25?1?2|P XP X1|?X?1?2?2|P XP X?1|?2?1?12|P XP X?1X2?26?4?4?21()()PP?1?20?2?0?1122|()|P XlXP X?1x?2?27?22ln|P udu?12l?122|P l?2?2?20?0?2?3?6?0?2?1?1()P?2()P?0?0?1?3?62?0?110m?210m?12CCI?C?12()lX?12CCI?1112CI?21122121122121ln|1()()()()21()()221()1102
6、2TTTTTPuP XXmXmXmXmXmmm mm mX XX?1|X?12lnX?1X?3?7?3?7?2?1?3?7?2?20?0?2X2?1?2m1m1X4?2?1?121222(|)(|)LLP XdxLLP Xdx?21112212110LL?(32)?32?11220LL?12211LL?211(|)P Xdx?122(|)P Xdx?12?1*P?1?4?12?21()()PP?1122()()PP?2()P?12?112212()()PP?1()P?1()P?1()P?2?)dx?1?21?3?1?4?()()()(|)()(|PPPP XdxPP X?2111221122?
7、2121()()()PlXP?12X?ln()ijijulX?()ln()jiPP?12CCC?!112TjXXm?1TijiijumCXmXmC?1112TTijijij?X CmmmmCmm?2?1?12()|()|ijiijjPP uPP u?X?X?3?2?ijuiju?111TT?111221122iijiijijijTTiijijijTijijijE uE X CmmmmCmmm CmmmmCmmmmCmmr?4?1?1TijijijrmmCmm?ijr?i?j?11?iju2|ijiu?2?ijuAXd?1TijAmmC?211|1TTjijTijijijijiuiACAmmCC
8、 CmmmmCmmr?5?4?5?|,2iijijijruNr?6?|,2jijiju?7?ijrNr?6?7?3?111(|)(|)()shge P hpghs?#?15?gp?13?sh1(|)0P h?$?13?1pdX?13?1?1()s#?1()s#?11(|)()she P hs?#?g?g?1(|)g1pghdh?15?gp?1(|)P h?111(|)()(|)exp()(|shggP hs epghu ssh pgh1)?#?1?16?111(|)exp()(|)exp()exp(|)gttgtP hdhu ssh pghdhu ssh pghdh?17?1?2?0?1?sh
9、t?exp()exp()shst?%?18?17?18?11exp()(|)exp()gtu sstpghdhu sst?%?%?19?21exp()(1)(|)exp()(1)tgu ss tpghdhu ss t?%?%?20?19?20?21()ln()PP?&?332211()exp()()()()PstPPP?3?(?)*+,?21?33 11 3122121()()exp(1)()()()()PPs tPPPP?(?)*+,?22?19?20?21?22?31 3112221131 32111 33121 3312()()exp()()()(|)exp()()()(|)()()ex
10、p()()()exp()gttgPPu sPPpghu sPPpghdhPPu sPPu s?%?dh-%?23?19?20?23?1?2?s?3?10?0?ssopcS?M?23?1()exp()MPstu s?0M./?/?()0du stds?()du stds?24?opcSminM?24?()u sMS?1()2u?23?3?10?-s?s100.5222?h()u s#0?()su s0?X?1m2m1C2C?Y?12,D D,I1?K?K?N-KKKNP KC1?26?K?0P K?/?/?ln0P K?/?/?26?!lnlnlnln 1KNP KCKNK?/?/?01KNK?
11、KN?2?27?27?K?!?E KNVar KN1?27?!E KNENN?2?!?2Var KN 1VarNN?2?N?3?11?95%?250?50?5020%250KN?2?20%?20%?3?11?250,20%N?2?15%?27%?95%?250?1000?0.22?3?11?95%?2312?1()P?2()P?N?11NPN?22NPN?1N1K2N2K1K2K?2N-KKK12Niii=1P KKC1iiiii?3?28?i?i?27?iKNii?2?11122KK PPN?22?2?29?5?6?5?6?mC()?4?1()()()(NTKKK)TXm XmSN mm m
12、m?7?8?1()(NTKKKSXm Xm?)?7?KKXmXmmm?B?n n5ln2BtrB?%?9?9?111lnlnln(11)(1)nnnkkkKKKBtrBn?%?5?6?(,)N m c1111()ln()ln(|)ln(|)ln(|)1ln2ln()()222NNKKKKNTKKKHPP XPNnNCXmCXmX?(?6?)*+,?7?10?2111111()()()()()()NNTTKKKKKKNTKKKdXmCXmtr CXm Xmtr CXm Xm?(?+,(?)*+,?211()()dtr C SCmm mmtr C S?(?+,?1?$?(11)?11?10?111
13、1()ln2ln222ln2lnln2222NnNHCtr C SNnNSNSNSCtr CNN?%?N?12?9?12?()ln2ln22NnNSNnHN?%?2?13?5?6?10?mC?()ln2ln22NnNSNnHN?2?5?6?mX?(,)CXN mN?14?14?6?SCN?1SCN?5?SCN?1SCN?N?N?mC()m N()C N1NX?N?m?C?()m N()C N1NX?(1m N?)(1C N?5?6?811111(1)()11NKKm NXNm NXNN?9N?15?898911111121(1)(1)(1)11()()()11()()(1)NTTKKKTNNT
14、NNC NX Xm Nm NNNC NNm N Nm NXXNNm NXNm NXN?(?+,?T?16?15?16?N?1NX?(|)(,|)(|)(|)P XP XdP XPd?:6?6?6?22?(|)P X?(|)P?6?22?(|)P X6(|)P?6?(|)P?6?321?m?i(|)iP X?C?1,NXX6?m?m?m?()XmXP X d?X?m?00(,)N m K?22?0m0Kn n5?0m0K0m?111(|)()(|)()PPPP?66?6?1(|)P?6?000211()exp21exp2TPmKd?;?=?;?;?=?;?;6?6?=22212d?1)?dd?2
15、5?11|(,XN m K?0m0K1,m K1()P?m?K?m?(|P00?1K?1,)?6?iK?1K?m?m,i1,ii?)?|(,NNN mK?6?(|)P?6?0m0K1,m K11011000()()KKKCCC KCK?10?26?110010()()mKKCXC KCm?27?26?27?25?1111(|)exp2TPXmKm?;?=?1?23?24?25?1101TTTKCK1?1?1110KKC?26?110011TTT11KmC XK?m?112?111111001000011110010000()()()()()mK KmC XC KCKKmKKCCC XC KCm
16、KKCX?27?1,m K2,m K1121100()(2)KK KCCKKCC?11111222112000()2(2)(22XXmKKmC XKKCCKCm?0)?100()NKKNKCC?28?29.?1000()()NmNKNKCmC NKCm?10?0?0?37?N 0?11NTTNkkkXXXN?0?X?4?Parzen?41?Parzen?NK?Parzen?()p6?X?X?R?()RPp X dX?1?P?()p6?R?()p6?R?V?()()Pp X dXpV?6?2?R?N?k?X?R?N?kPN?2?()Pkp 6?3?3?()pVNV 6?3?()p?6?()p6?
17、1?()RRp X dXPVdX?()p6?V?2?N?N?V?3?13?V?V?V?N?V?NV?N?NV?N?N 0?()NpX?()p6?lim0NV0?4?lim?5?()p 6?NNNk0?lim0NkNN0?6?X?p?()p6?00?V?3?13?N 0?NV?00?NkN?P?N?N?Parzen?N?3?14?a?XNk?Nk?N?N?NkNk?0NV 0?Parzen?iX?iX?X?()p6?0?iX?X?1?120u?%?()p6?()u#?111()NiiNNXXp XNVh#?7?3?14?Nh?nNNVh?N?b?21()exp22uu#?3?14?()p X?N
18、K?()p X?NK?()p X?V?3?()kp X?N?V?NK?N 0?lim0V?limNk?NV0?k()p X?NK?N0?Nlim0NNkN0?NV?4?5?6?NK?Parzen?arzen?NV?P?Parzen?NK()NpX?NKNK?()NpX?N?()p X?M?M?12,M6 66?M?(|),1,2,ip XiM?!1,NXX6?6?1()p X?2()pX?43?()p X?m?()p X()p X1()()mjjjp XC#?X?()jX()jX#?()kX#?u XXX dXjk#?A?()()()0kjkXA?()u X()1u X?()()()kkku
19、XXXA#?()kX#?()1u X?1kA?jC?()p X?()jX#?12,mC CC?()p X?()jX#?jC?()jX#?()p X()jX#?()jX#?jC?jC?jC?892()()()XRu Xp Xp XdX?0R/kC?/k?C21()()()mjjXjRu Xp XCXdX#?(?)*+,?8912()()()()0jjkXjkRu Xp XCXXdXC#?/?)*/+,?m(1()()()()()()mjjkkXXjCu XXX dXu XX p X dX#?kkC A?11111111342114427iN#?(?+,()1NiCX#)*?891223443C?
20、3226?7136C?1437.1C?2(|)p X?12212223241,6,6,40CCCC?112(|)1 1212148.4p XXXX X?12212(|)1 1213.4160p XXXX X?12()()PP?|)(|)p X12(p X?XXX X?012121212.75.8?kC2B?2B?Ni?12,(0,1)NXXXN?21iX?2B?2B2NB?2B?2B?12NXe?22210()2()200XNXNXXB?CC?CCN%?2B?2()(1 2)Nj#?D?D?2)NE(NB?2()2NDNB?122212,NNXXBB?12,XX?12212NNXXB?12,N
21、XXX?(0,)NCn n5?1NTiiiAX X?AWN C?(,)N0241()1Np ANi?C?112(1)2exp()22()0N nn nnNAtr C AAC?;?C?=CCC?7?12i?C2B?,1,2,iX iN?(,)N mCX?11,iXXN m?NiCNN?1(iSX?)()1,NTiNiXXXWNC?,NAWNC?TBAB?,TTNBABWNBCB?1122,NNAWNCAWNC?1A2A?1212,NAAWNNC?12?41?M?iNi?4?1?i?iN?,ii12ZZ?Z?X?4?1?iminliilDXZ?4?1,2,ilN?X?2?X?X?X?M?ii1Tl
22、lTl?;?()(),1,2,maxild XX ZZZlN?5?X?4?2?X?4?2?2iiii=()id X13?X?()p X?()p X?X22?1?4?2?()p X?2?1X131?N?N?0N?X?NX?X?)?0N(|)(NNP XXXX.0?X?dX?0N?X?X?0?(|)NP XX?0?X?S?(PP X)0sXS?S?1sP?N?0P?0?Ns?S?N?P0?N?S?N(1-P)Nss0(1)?0?1?X?S?N?NXX0?|)()limNNXXX(NpX.0?NX?1?M?NX?i?(|)iNPX?(|)iNPX?XN?NX?X?(|)iPX?P?*P?N?0?*M
23、P(2)1PPPM%?6?N?0?P?2*P?*?6?6?)()e X p x dX?X?X?*(|XPP?b?*(|)(|)Pe xPx1iM?15?(|)(|MibPxP?2(|)ii bPx?A?2221)(|)iii bxPx?A?22*(|)Pe x21*(|)(1)i bPe xMA%?221*(|)1 2*(|)*(|)11MPe xPe xPe xMM?212*(|)*(|)1MPe xPe xM?16?16?N?X?0221lim(|)1(|)2*(|)*(|)1MNiNiMP e xPxPe xPe xM?0?%?17?N0?17?X?22121|)()2*(|)xxPPx
24、 p x dxPe xM(*(|)()12*(|)()1MiixMPe x p x dxMPPe xp x dxM?18?xxP?18?18?%?*22*(|)(|)()0Var Pe xPe x P x d?$?*2P$*22*1MPPPM%?6?4?P?3*P*0P?1M*PM?P?P?M?4?3 N?N?N?P*P1MM?1MM?*PP?*P?M?0?M?1?NX?X?N?15?14 K?K?x?N?K?K?i?ix?NK?N?4?4?K?N?0?4?4?N0?K?K?N0?K?K?x?N?N?N0?K?K=1*PP?0?4?4 N0?15?N?N?N?151?4?5?a?1?2?2N?
25、x?(1)?N?T1m?2m?4?5?b?NNRN6?6E6?2?3?4?5?a?A?B?NT6NTE6?122()nxzdxz?19?1iii?3?3?2p?11()pnpxziii?19?Xd?iixzdxz?20?2p?1p?|Z?0P?|maxZXd|1iniixz|?19?19?max(,)xzxyyzddd%21?1?AB?CD?1?2?1?2?2?+?212xzmdmm?22?x?z?x?z?1m?2m?(),()xz?20.522xzd?,i j?1Nkr?112222()()kiikjjxxxx?N?11()()ijNNkiikjjkkxxxx?23?ix?ikix?14?2
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