Bob Fisher
The distance between two N dimensional points scaled by the statistical
variation in each component of the point. For example, if and are
two points from the same distribution which has covariance matrix , then
the Mahalanobis distance is given by
The Mahalanobis distance is the same as the Euclidean distance if the covariance matrix
is the identity matrix.
A common usage in computer vision systems is for comparing feature vectors whose elements are quantities having different ranges and amounts of variation, such as a 2-vector recording the properties of area and perimeter.