The kth class is represented by its mean vector
and
covariance matrix which can be estimated from the training samples:
A given pattern of unknown class is classified to
if its
Mahalanobis distance to
is smaller than those to all other classes:
For simplicity, the distance
can be used to replace
above. As now only the mean vector of each class is used,
the classification does not take into account how the classes are distributed
in the feature space.