Abstract
Statistical recognition of multivariate patterns is investigated for the case in which the attribute vectors of patterns have non-Gaussian distributions and only the moments of these distributions are known. A recognition approach based on the approximation of pattern distributions by Gram–Charlier series and use of the Bayes decision rule is developed. New decision rules are designed. A computer-aided modeling experiment is described.
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Mukha, V.S. Statistical Recognition of Multivariate Non-Gaussian Patterns. Automation and Remote Control 62, 580–589 (2001). https://doi.org/10.1023/A:1010281528189
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DOI: https://doi.org/10.1023/A:1010281528189