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Browsing DSP Publications by Subject "Ali-Silvey distance"
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Item Symmetrizing the Kullback-Leibler Distance(2001-03-20) Johnson, Don; Sinanovic, Sinan; Digital Signal Processing (http://dsp.rice.edu/)We define a new distance measure - the resistor-average distance - between two probability distributions that is closely related to the Kullback-Leibler distance. While the Kullback-Leibler distance is asymmetric in the two distributions, the resistor-average distance is not. It arises from geometric considerations similar to those used to derive the Chernoff distance. Determining its relation to well-known distance measures reveals a newway to depict how commonly used distance measures relate to each other.