An Incremental Linear Discriminant Analysis Using Fixed Point Method.

Linear Discriminant Analysis (LDA) is a very powerful method in pattern recognition. But it is difficult to realize online processing for data stream. In this paper, a new adaptive LDA method is proposed. We decompose the online LDA problem into two adaptive PCA problems and develop a fixed point adaptive PCA to implement adaptive LDA. Online updating of in-class scatter matrix Sw(t) and covariance matrix Cx(t) are derived in this paper. Simulation results show that the proposed method has no learning rate, fast convergence and less time-consuming. [ABSTRACT FROM AUTHOR]