Multivariate Gaussianization for Data Processing
Multivariate Gaussianization for Data Processing
Multivariate Gaussianization for Data Processing
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Intro Iterative <strong>Gaussianization</strong> Experiments ConclusionsPropertiesProperty 1: The iterative <strong>Gaussianization</strong> trans<strong>for</strong>m is invertibleGiven the <strong>Gaussianization</strong> trans<strong>for</strong>m:G : x (k+1) = R (k) Ψ (k) (x (k) )by simple manipulation, the inversion trans<strong>for</strong>m is:G −1 : x (k) = Ψ −1(k) (R⊤ (k)x (k+1) ).Remark 1: valid <strong>for</strong> any rotation trans<strong>for</strong>mInvertibility is possible <strong>for</strong> any rotation matrix R (k) .