Copyright © 1992 Published by Elsevier Science B.V.
A new method for unsupervised linear feature extraction, using fourth-order moments
Received 15 November 1991;
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Abstract
In this paper we investigate an unsupervised linear feature extraction system based on the second- and fourth-order moments of the input covariance function.
First we demonstrate some drawbacks of systems based on second-order moments (including all Karhunen-Loéve systems). Then we introduce a new version of our Learning filter system that is based on fourth-order moments. We show that this system has the same modular structure as our previous (second-order) systems. Then we discuss some advantages of this new system with the help of some examples. In the first example we demonstrate that this new system can detect meaningful structures even in those subspaces that belong to the same eigenvalue of the covariance matrix. Systems based on second-order moments are unable to find such structures. In the second example we train the system with two pattern sequences that have exactly the same second-order moments. We show that the system stabilizes indeed in two different states that reflect relevant properties of the whole trainings sequence. In the last example we demonstrate that the feature vectors produced by the new system are better adapted to a special type nonlinear post-processing that is motivated by the group-theoretically based filter design methodology.







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