Hellinger Versus Kullback-Leibler Multivariable Spectrum Approximation.

Augusto Ferrante Michele Pavon Federico Ramponi

Published in: IEEE Trans. Autom. Control. (2008)

Keyphrases

kullback leibler
distance measure
kl divergence
cross entropy
kullback leibler divergence
information retrieval
closed form
similarity measure
mahalanobis distance