we present a nonlinear version of the well-known anomaly detection method referred to as the RX-algorithm. Extending this algorithm to a feature space associated with the original input space via a certain nonlinear mapping function can provide a nonlinear version of the RX-algorithm. This nonlinear RX-algorithm, referred to as the kernel RX-algorithm, is basically intractable mainly due to the high dimensionality of the feature space produced by the nonlinear mapping function. However, in this paper it is shown that the kernel RX-algorithm can easily be implemented by kernelizing the RX-algorithm

Heesung-IEEE-Trans-GRS-KRX.pdf

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