The Kullback-Leibler rate metric for comparing dynamical systems.
Sun YuPrashant G. MehtaPublished in: CDC (2009)
Keyphrases
- dynamical systems
- kullback leibler
- distance measure
- cross entropy
- kl divergence
- kullback leibler divergence
- nonlinear dynamical systems
- state space
- mahalanobis distance
- information theoretic
- evaluation metrics
- similarity measure
- dissimilarity measure
- log likelihood
- distance metric
- euclidean distance
- predictive state representations
- metric learning
- generative model