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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Common spatial pattern ： ウィキペディア英語版 Common spatial pattern Common spatial pattern (CSP) is a mathematical procedure used in signal processing for separating a multivariate signal into additive subcomponents which have maximum differences in variance between two windows.〔Zoltan J. Koles, Michael S. Lazaret and Steven Z. Zhou, ("Spatial patterns underlying population differences in the background EEG" ), Brain topography, Vol. 2 (4) pp. 275-284, 1990〕 == Details == Let $\backslash mathbf\_1$ of size $(n,t\_1)$ and $\backslash mathbf\_2$ of size $(n,t\_2)$ be two windows of a multivariate signal, where $n$ is the number of signals and $t\_1$ and $t\_2$ are the respective number of samples. The CSP algorithm determines the component $\backslash mathbf^\backslash text$ such that the ratio of variance (or second-order moment) is maximized between the two windows: :$\backslash mathbf=\_\backslash mathbf\; \backslash frac$ The solution is given by computing the two covariance matrices: :$\backslash mathbf\_1=\backslash frac\_1^\backslash text\}$ :$\backslash mathbf\_2=\backslash frac\_2^\backslash text\}$ Then, the simultaneous diagonalization of those two matrices (also called generalized eigenvalue decomposition) is realized. We find the matrix of eigenvectors and the diagonal matrix $\backslash mathbf$ of eigenvalues $\backslash$ sorted by decreasing order such that: :$\backslash mathbf^\; \backslash mathbf\_1\; \backslash mathbf\; =\; \backslash mathbf$ and :$\backslash mathbf^\; \backslash mathbf\_2\; \backslash mathbf\; =\; \backslash mathbf\_n$ with $\backslash mathbf\_n$ the identity matrix. This is equivalent to the eigendecomposition of $\backslash mathbf\_2^\; \backslash mathbf\_1$: :$\backslash mathbf\_2^\; \backslash mathbf\_1=\backslash mathbf^$ :$\backslash mathbf^\backslash text$ will correspond to the first column of $\backslash mathbf$: :$\backslash mathbf=\backslash mathbf\_1^\backslash text$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Common spatial pattern」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.