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Bhattacharyya distance based linear discriminant function for stationary time series |
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| Authors: | G. Chaudhuri J. D. Borwankar P.R.K. Rao |
| Affiliation: | 1. Department of Mathematics , I.I.T. , Kanpur, India;2. Department of Electrical Engineering , I.I.T. , Kanpur, India |
| Abstract: | The problem of classifying a covariance stationary normal time series is considered. Under certain regularity conditions, a compact form of the linear discriminant function in the sense of maximizing the Bhattacharyya distance is obtained. |
| Keywords: | Bhattacharyya distance Linear Discriminant Functions Stationary Time Series Autoregressive process |