The m-file provides a tool to calculate the Bhattacharyya Distance Measure (BDM) between two classes of normal distributed data. The BDM is widely used in Pattern Recognition as a criterion for Feature Selection.
Directly calculation may result in divide by zero error due to possible (near) singularity of cov(X1)*cov(X2). The improved code uses the Cholesky factorization for the normal cases but uses sqrtm for near singular cases.
Yi Cao (2022). Bhattacharyya Distance Measure for Pattern Recognition (https://www.mathworks.com/matlabcentral/fileexchange/18662-bhattacharyya-distance-measure-for-pattern-recognition), MATLAB Central File Exchange. Retrieved .
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