Mahalanobis Distance

Bob Fisher

The distance between two N dimensional points scaled by the statistical variation in each component of the point. For example, if tex2html_wrap_inline23 and tex2html_wrap_inline25 are two points from the same distribution which has covariance matrix tex2html_wrap_inline27, then the Mahalanobis distance is given by
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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.



Bob Fisher
Mon Jan 14 10:28:11 GMT 2002