GRIVEL, Eric

doi:10.1109/icassp43922.2022.9746175

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GRIVEL, Eric
Laboratoire de l'intégration, du matériau au système [IMS]

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Communication dans un congrès avec actes

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ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing, International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2022-05-23, Singapour. 2022-05

IEEE

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In this paper, we aim at analyzing the differences between three families of divergences used to compare probability density functions of Gaussian random vectors storing k consecutive samples of wide-sense stationary ARMA processes. There may be various applications: signal classification, statistical change detection, etc. Among the families that are studied, we propose to look at the α-divergence, the β-divergence and the γ-divergence. We first provide the expression of the divergences in the Gaussian case and then express their divergence increments, i.e. the differences between the divergences computed for k + 1 and k consecutive samples. Finally, we analyze how these divergence increments evolve when k increases and tends to infinity.< Leer menos

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divergences

rate

ARMA processes

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Studying Three Families of Divergences to Compare Wide-Sense Stationary Gaussian Arma Processes

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