Is there any good documentation about training your own classifiers(with examples included) different from this one provided by MathWorks. Thanks in Advance
Check out this tutorial on how to use trainCascadeObjectDetector. It describes common pitfalls, and includes examples.
There is also a graphical tool for labeling training images on MATLAB Central, which makes preparing your training data much less painful.
By the way, the link you posted is actually the documentation for vision.CascadeObjectDetector, which uses the classifier produced by trainCascadeObjectDetector. The doc page for trainCascadeObjectDetector is here.
Here is a very good tutorial on how to train classifiers, is not specifically for Matlab but still it is very useful.It is for OpenCV mainly.