Índice

1
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 𝑥(𝑡, 𝑆) 𝑆
𝛺 𝑆 ∈ 𝛺 → 𝑥(𝑡, 𝑆) ∈ ℝ 𝑡
𝑇 𝑡∈𝑇⊂ℝ

𝑥(𝑡, 𝑆0 ) ≡ 𝑥(𝑡)
 𝑁−1
1
𝑅𝑀𝑆{𝑥[𝑛]} = √ ∑ 𝑥[𝑛]
𝑁
𝑖=0

𝑅𝑀𝑆
𝑆𝑃𝐿{𝑥[𝑛]} = 20 log10
20𝜇𝑃𝑎

𝐸[𝑥 − 𝜇{𝑥}]3
𝐴𝑆{𝑥[𝑛]} =
𝜎{𝑥}3

𝜇 𝜎 𝐸[𝑦]
𝑦

𝑦𝑖
𝑝(𝑦𝑖 ) 𝐸[𝑦] = ∑ 𝑦𝑖 𝑝(𝑦𝑖 )
 𝑓

+∞

𝐹{𝑥(𝑡)} ≡ 𝑋𝐹 (𝑓) = ∫ 𝑥(𝑡) · 𝑒 −2𝜋𝑓𝑡 𝑑𝑡

−∞
𝑆𝑥𝑥 (𝑓) = | 𝑋𝐹 (𝑓)|2

𝑆𝑥𝑥 𝑓

𝑥[𝑛] 𝑁

𝑥[𝑛]

𝑁−1
1
𝐹{𝑥(𝑡)} ≡ 𝑋𝐹 [𝑘/𝑁] = ∑ 𝑥[𝑛] · 𝑒 −2𝜋𝑛𝑘/𝑁
𝑁
𝑛=0
 𝑁−1

𝑆𝑀0{𝑥[𝑛]} = ∑ 𝑃𝑆𝐷𝑖
𝑖=0

𝑁−1
𝑗
𝑆𝑀𝑗{𝑥[𝑛]} = ∑ 𝑃𝑖 𝑓𝑖
𝑖=0

𝑆𝑀2 𝑆𝑀1 2
𝑉𝐹𝐶{𝑥[𝑛]} = −( )
𝑆𝑀0 𝑆𝑀0
𝑀𝐷𝐹 𝑁−1 𝑁−1
1
∑ 𝑃𝑆𝐷𝑖 = ∑ 𝑃𝑆𝐷𝑖 = ∑ 𝑃𝑆𝐷𝑖
2
𝑖=0 𝑖=𝑀𝐷𝐹 𝑖=0

∑𝑁−1
𝑖=0 𝑃𝑆𝐷𝑖 𝑓𝑖
𝑀𝑁𝐹{𝑥[𝑛]} =
∑𝑁−1
𝑖=0 𝑃𝑆𝐷𝑖

𝑃𝑆𝐷𝑖
 𝑥(𝑡)

𝑃𝑣𝑎𝑟[𝑛] = ∑ 𝑉𝐴𝑅{𝑥[𝑚]}
0

1
𝑉𝐴𝑅{𝑥[𝑛]} = 𝑅𝑀𝑆 2 − 𝑀𝑉 2 = ∑𝑁−1
𝑖=0 (𝑋[𝑛] − 𝑀𝑉)
2
𝑁
 𝑥(𝑡) −1/𝜋𝑡
𝑖 · 𝑠𝑔𝑛(𝑓) +𝜋/2
−𝜋/2
𝑁−1
𝑥[𝑙]
𝐻𝑇{𝑥[𝑛]} ≡ 𝑋𝐻 [𝑛] = ∑
𝑛−𝑙
𝑙=0
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▪
 𝑇𝑃
𝑃𝑟𝑒𝑐𝑖𝑠𝑖ó𝑛 =
𝑇𝑃 + 𝑇𝑁 + 𝐹𝑃 + 𝐹𝑁
 𝑾
[𝑑 𝑥 𝑘] 𝒙
𝑘 𝑑

𝑥 = [𝑥1 , 𝑥2 , … , 𝑥𝑑 ], 𝑥 ∈ ℝ𝑑

↓ 𝒙𝑾, 𝑾 𝑥 ∈ ℝ𝑑

𝑧 = [𝑧1 , 𝑧2 , … , 𝑧𝑘 ], 𝑧 ∈ ℝ𝑘

≪
á
á ó
𝑾

𝒛 = 𝒙𝑾 𝑧 ∈ ℝ𝑘
 ≤

≤ ≥

≤
 𝑚
𝑁𝑗
𝐼𝐺(𝐷𝑝 , 𝑓) = 𝐼(𝐷𝑝 ) − ∑ 𝐼(𝐷𝑗 )
𝑁𝑝
𝑗=1

𝑓 𝐷𝑝 𝐷𝑗
𝑗 𝐼 𝑁𝑝
𝑁𝑗 𝑗

(𝐼𝐻 )
(𝐼𝐺 ) (𝐼𝐸 )
𝑐

▪ 𝐼𝐻 (𝑡) = − ∑ 𝑝(𝑖|𝑡) log 2 𝑝(𝑖|𝑡)

𝑖=1
𝑐

▪ 𝐼𝐺 (𝑡) = 1 − ∑ 𝑝(𝑖|𝑡)2
𝑖=1

▪ 𝐼𝐸 (𝑡) = 1 − max {𝑝(𝑖|𝑡)}

 𝑆 = {(𝑥1 , 𝑦1 ), … , (𝑥𝑛 , 𝑦𝑛 )} 𝑥𝑖 ∈ ℝ𝑑 𝑦𝑖 ∈ {+1, −1}

𝐷(𝑥) = (𝑤1 𝑥1 + ⋯ + 𝑤𝑑 𝑥𝑑 ) + 𝑏 = < 𝑤, 𝑥 > +𝑏

< 𝑤, 𝑥𝑖 > +𝑏 ≥ 0 𝑠𝑖 𝑦𝑖 = +1
𝑝𝑎𝑟𝑎 𝑖 = 1, … , 𝑛
< 𝑤, 𝑥𝑖 > +𝑏 ≤ 0 𝑠𝑖 𝑦𝑖 = −1
 𝑁

𝑦 = 𝑓 (∑ 𝑤𝑗 𝑥𝑗 )
𝑗=1
 𝑥𝑗

−∥ 𝑥𝑗 − 𝜇𝑖 ∥2
𝑔𝑖 (𝑥𝑗 ) = exp ( )
2𝜎𝑖2
𝜇𝑖 𝜎𝑖2
𝐶𝑖 )

𝑤𝑖𝑘

𝑖=0

𝑦𝑘 (𝑥𝑗 ) = ∑ 𝑤𝑖𝑘 𝑔𝑖 (𝑥𝑗 )

𝑛ℎ
▪

-
-

-
 𝑋

𝑁[𝜇, 𝜎]

𝑥′

𝜎+𝑥 ′
′
𝑃(𝜎 − 𝑥 ≤ 𝑋 ≤ 𝜎 + 𝑥′) = ∫ 𝑁[𝜇, 𝜎]𝑑𝑋
𝜎−𝑥 ′

𝑥 ′ ⁄𝜎

1𝜎

(𝑥−𝜇)2
1 −
𝑁(𝜇, 𝜎) = 𝑒 2𝜎2
𝜎√2𝜋
 𝜆

𝜆
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▪
▪

▪
 ∑𝑛𝑖=1(𝑋𝑖 − 𝑋̅)2
𝑠𝑡𝑑 = √
(𝑛 − 1)

∑𝑛𝑖=1(𝑋𝑖 − 𝑋̅)2
𝑠𝑡𝑑 2 =
(𝑛 − 1)

∑𝑛𝑖=1(𝑋𝑖 − 𝑋̅)(𝑌𝑖 − 𝑌̅ )
𝑐𝑜𝑣(𝑋, 𝑌) =
𝑛−1

𝜆 ∈ℂ 𝑣 ∈ ℂ𝑚 , 𝑣 ≠ 0 𝐴𝑣 = 𝜆𝑣
𝑣 𝜆. 𝑣 𝐴
𝜆 𝑣 𝐴
𝜆 𝑣1 , 𝑣2 𝜆
𝐴
𝜆

(𝝈) [𝑑 𝑥 𝑑]

𝑐𝑜𝑣(𝒙𝒋 𝒙𝒌 )
𝑛
1 (𝑖) (𝑖) 1
𝜎𝑗𝑘 (𝑥𝑖 , 𝑥𝑗 ) = ∑(𝑥𝑗 − 𝜇𝑗 )(𝑥𝑘 − 𝜇𝑘 ) , 𝑑𝑜𝑛𝑑𝑒 𝜇 = ∑ 𝑥𝑖
𝑛 𝑛
𝑖=1 𝑖=1

𝜎2 𝜎12
Σ= [ 1 ]
𝜎21 𝜎22
(𝜆)

Σν = λν

𝜆𝑗

λj
𝑑
∑𝑗=1 𝜆𝑗
𝑾

𝒛,

𝒛 = 𝒙𝑾 𝑧 ∈ ℝ𝑘
▪

▪
 1
𝐸(𝑊, 𝑏) = ‖𝑦 − 𝑥‖2
2
𝑚
𝑚 𝑛𝑙 −1 𝑠𝑙 𝑆𝑙 +1
1 1 𝜆 (𝑙) 2
𝐸(𝑊, 𝑏) = [ ∑ ( ‖𝑦 − 𝑥‖2 )] + ∑ ∑ ∑ (𝑊𝑖𝑗 )
𝑚 2 2
𝑖=1 𝑙=1 𝑖=1 𝑗=1

𝑊, 𝑏

(𝑙) (𝑙) 𝜕
𝑊𝑖𝑗 = 𝑊𝑖𝑗 − 𝛼 (𝑙)
𝐸(𝑊, 𝑏)
𝜕𝑊𝑖𝑗
𝜕
𝑏(𝑙) = 𝑏(𝑙) − 𝛼 𝐸(𝑊, 𝑏)
𝜕𝑏(𝑙)
𝛼

𝑚
𝜕 1 𝜕 (𝑙)
(𝑙)
𝐸(𝑊, 𝑏) = [ ∑ (𝑙)
𝐸(𝑊, 𝑏, 𝑥, 𝑦)] + 𝜆𝑊𝑖𝑗
𝜕𝑊 𝑚 𝜕𝑊
𝑖𝑗 𝑖=1 𝑖𝑗

𝑚
𝜕 1 𝜕
𝐸(𝑊, 𝑏) = ∑ 𝐸(𝑊, 𝑏, 𝑥, 𝑦)
𝜕𝑏(𝑙) 𝑚 𝜕𝑏(𝑙)
𝑖=1

𝛿 𝑜𝑢𝑡 = −(𝑦 − 𝑥)
 𝑇
𝛿 𝑙 = ((𝑊 (𝑙) ) 𝛿 (𝑙+1) ) · 𝑓′(𝑧 (𝑙) )

𝜕 𝑇
(𝑙)
𝐸(𝑊, 𝑏, 𝑥, 𝑦) = 𝛿 (𝑙+1) (𝑎(𝑙) )
𝜕𝑊𝑖𝑗

𝜕
𝐸(𝑊, 𝑏, 𝑥, 𝑦) = 𝛿 (𝑙+1)
𝜕𝑏(𝑙)

𝛿𝑗

1
𝑊 (𝑙) = 𝑊 (𝑙) − 𝛼 [( Δ𝑊 (𝑙) ) + 𝜆𝑊 (𝑙) ]
𝑚

1
𝑏(𝑙) = 𝑏(𝑙) − 𝛼 [( Δ𝑏(𝑙) )]
𝑚

Δ𝑊 (𝑙) 𝑦 Δ𝑏(𝑙)
 {𝑥1 , … , 𝑥𝑁 } 𝑁 𝑥

𝜇 (𝑗) , 𝑗 ∈ {1, … , 𝑘}

𝑚
2
𝑑(𝑥, 𝑦) = ∑(𝑥𝑗 − 𝑦𝑗 ) = ∥ 𝑥 − 𝑦 ∥2
2

𝑗=1

𝑛 𝑘

𝑆𝑆𝐸 = ∑ ∑ 𝑤 (𝑖,𝑗) ∥ 𝑥 (𝑖) − 𝜇 (𝑗) ∥2

𝑖=1 𝑗=1
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