Weighted adaptive algorithms for estimation of Gaussian distribution parameters

Abstract

Two weighted adaptive algorithms are proposed for updating the estimates of the mean vector and the covariance matrix, respectively, in a multispectral pattern recognition system. To achieve computational efficiency, the auxiliary matrices have been utilized in the algorithm for covariance matrix updating. Enhancements in the performance accuracy of a multispectral processing system and extensions of the Gaussian maximum likelihood classification capabilities to larger scale surveys are the motivations in developing the algorithms presented herein.