Upper bounds for Rao distance on the manifold of multivariate elliptical distributions

DOI10.1016/J.AUTOMATICA.2021.109604zbMath1478.62110OpenAlexW3143046045MaRDI QIDQ2665102

Jie Zhou, Sanfeng Hu, Xiangbing Chen

Publication date: 18 November 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109604

zbMATH Keywords

upper boundRao distanceFisher information matrixmultivariate elliptical distributionManhattan distance

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
• Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability
• Maximum correntropy Kalman filter
• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
• Geodesic estimation in elliptical distributions
• A distance between elliptical distributions based in an embedding into the Siegel group
• On the geometry of multivariate generalized Gaussian models
• Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems
• A multivariate generalization of the power exponential family of distributions
• Information geometry on hierarchy of probability distributions
• Information Geometric Approach to Multisensor Estimation Fusion
• Multivariate T-Distributions and Their Applications
• A Novel Kullback–Leibler Divergence Minimization-Based Adaptive Student's t-Filter

This page was built for publication: Upper bounds for Rao distance on the manifold of multivariate elliptical distributions