Kullback-Leibler and Rényi divergence rate for Gaussian stationary ARMA processes comparison
Éric Grivel, Roberto Diversi, Fernando Merchán
Topics & Concepts
Divergence (linguistics)MathematicsAutoregressive–moving-average modelKullback–Leibler divergenceCepstrumGaussianGaussian processFilter (signal processing)Applied mathematicsInverseMoving averageAlgorithmAutoregressive modelComputer scienceStatisticsArtificial intelligenceQuantum mechanicsLinguisticsGeometryPhysicsPhilosophyComputer visionStatistical Mechanics and EntropyGaussian Processes and Bayesian InferenceTarget Tracking and Data Fusion in Sensor Networks