Kullback-Leiber Distance

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Agustin
Agustin 2016-3-31
Hi, I have two mean vectors: M1 = [1;0], M2 = [0;1] and covariance matrices: C1 = [1 0; 0 2], C2 = [2 0; 0 3]
How can I compute the KL distance in Matlab?

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