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Belief transforms

Geometrically, the effect of the belief adjustment may be represented by the eigenstructure of a certain linear operator tex2html_wrap_inline3655 defined on [B]. This operator tex2html_wrap_inline3655 is defined to be

  equation1278

where tex2html_wrap_inline4589 , tex2html_wrap_inline4591 are the orthogonal projections from [D] to [B], and from [B] to [D], respectively.

tex2html_wrap_inline3655 is a bounded self-adjoint operator, as tex2html_wrap_inline4603 are adjoint transforms, namely

equation1281

because both sides of the above equation are equal to (X,Y).

The operator tex2html_wrap_inline3655 is termed the resolution transform for B induced by D, as it represents the variance resolved for each X by D as

  equation1284

as

displaymath4934

We may also evaluate the transform

displaymath4580

where I is the identity operator on [B]. We term tex2html_wrap_inline4627 the variance transform for B induced by D, as adjusted covariance is represented by the relation, for each X and Y in tex2html_wrap_inline3820 , that

  equation1296

or equivalently, in terms of the inner products over [B], as

equation1304

tex2html_wrap_inline3655 , tex2html_wrap_inline4627 are self-adjoint operators, of norm at most one. They have common eigenvectors, tex2html_wrap_inline3651 , with eigenvalues tex2html_wrap_inline4952 , where tex2html_wrap_inline4954 .

From equation 47, we may deduce that, provided tex2html_wrap_inline3655 has a discrete spectrum, each canonical direction, tex2html_wrap_inline3651 , of the adjustment of B by D, is an eigenvector of tex2html_wrap_inline3655 , with eigenvalue tex2html_wrap_inline4665 , and conversely each eigenvector of tex2html_wrap_inline3655 is a canonical direction of the adjustment. Thus the eigenstructure of tex2html_wrap_inline3655 summarises the effects of the adjustment over the whole structure [B]. In particular, the resolved uncertainty may be written as

equation1309



David Wooff
Thu Oct 15 11:56:54 BST 1998