We show an important property of the von Mises distribution on the unit circle. If we approximate an arbitrary circular distribution using a von Mises distribution, the result obtained by trigonometric moment matching also minimizes the Kullback-Leibler divergence (Theorem 1). This result is a justification for circular filtering algorithms based on trigonometric moment matching as the loss of information is minimized. Furthermore, we show that Theorem 1 does not hold for the wrapped normal distribution.


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    Title :

    Trigonometric moment matching and minimization of the Kullback-Leibler divergence


    Contributors:


    Publication date :

    2015-10-01


    Size :

    208658 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English