An Incremental Linear Discriminant Analysis Using Fixed Point Method

  • Dongyue Chen
  • Liming Zhang
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3971)


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 S w (t) and covariance matrix C x (t) are derived in this paper. Simulation results show that the proposed method has no learning rate, fast convergence and less time-consuming.


Data Stream Linear Discriminant Analysis Gradient Descent Gradient Descent Method Iteration Formula 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Dongyue Chen
    • 1
  • Liming Zhang
    • 1
  1. 1.Electronic Engineer DepartmentFudan UniversityShanghaiChina

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