On Generalizations of Linear Discriminant Analysis

Fisher{Rao Linear Discriminant Analysis (LDA), a valuable tool for multi-group classiication and data reduction, has been investigated in the maximum likelihood framework. It has been shown that the LDA solution is a special case from the more general class of solutions. Generalizations of the LDA formulation have been proposed to handle the case where the within class variances are unequal, and their performance has been examined on randomly generated test data.