A global difference measure for the reduction of Gaussian inverse Wishart mixtures

作者：Zhang, Yongquan^*; Ji, Hongbing

来源：Signal Processing, 2013, 93(11): 3133-3142.

DOI：10.1016/j.sigpro.2013.04.024

• Gaussian inverse Wishart (GIW)
• Weighted Kullback-Leibler (KL) difference
• Normalized integrated squared distance (NISD) measure
• Extended target
• Random matrix

This paper presents an evaluation criterion, called a global difference measure, for the reduction of Gaussian inverse Wishart (GIW) mixtures. It is a deviation between the original and reduced GIW mixture, in other words, a numerical way describing the performance of the reduction algorithm instead of just a previous curve analysis (i.e., visual inspection of the resulting mixture intensity functions). In this paper, the global difference measure is obtained by solving the normalized integrated squared distance (NISD). Additionally, a weighted Kullback-Leibler (KL) difference for the reduction of GIW is proposed, which makes a small modification to an existing algorithm introduced by Granstrom et al. (2012) [1]. The weighted KL difference is derived by considering the weights of components. This is ignored in the existing literatures. Both the proposed evaluation criterion and algorithm are tested on simulation examples, and the results show that the proposed evaluation criterion can depict correctly the result of the curve analysis.

• 出版日期2013-11
• 单位西安电子科技大学