Abstract: The present invention provides a new approach to heteroscedastic linear discriminant analysis (HDA) by defining an objective function which maximizes the class discrimination in the projected subspace while ignoring the rejected dimensions. Moreover, we present a link between discrimination and the likelihood of the projected samples and show that HDA can be viewed as a constrained maximum likelihood (ML) projection for a full covariance gaussian model, the constraint being given by the maximization of the projected between-class scatter volume. The present invention also provides that, under diagonal covariance gaussian modeling constraints, applying a diagonalizing linear transformation (e.g., MLLT—maximum likelihood linear transformation) to the HDA space results in an increased classification accuracy.