The Cauchy-Schwarz Divergence for Assessing Situational Information Gain
Abstract
In this paper, we consider the evaluation of information divergence and information gain as they apply to a hybrid random variable (i.e. a random variable which has both discrete and continuous elements) for multi-target tracking problems. In particular, we develop a closed-form solution for the Cauchy- Schwarz information divergence under the assumption that the continuous element of the random variable may be represented by a Gaussian mixture distribution and present the associated relationships for evaluating the Cauchy-Schwarz information gain. The developed information gain relationships are applied to a 0-1 target tracking problem common to space object tracking to determine the sensitivities to the information gain due to probability of detection, prior probability of object existence and measurement noise.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 2012
- Accession Number
- ADA617548
Entities
People
- Islam I. Hussein
- Kyle. J. Demars
- Moriba K. Jah
- R. S. Erwin
Organizations
- Air Force Research Laboratory