Bhattacharyya distance based linear discriminant function for stationary time series
Gopal Chaudhuri, J. D. Borwankar, P. Rao · Communication in Statistics- Theory and Methods · 1991
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.