An extension of the Jeffreys-Matusita distance to multiclass cases for feature selection

The problem of extending the Jeffreys-Matusita distance to multiclass cases for feature-selection purposes is addressed and a solution equivalent to the Bhattacharyya bound is presented. This extension is compared with the widely used weighted average Jeffreys-Matusita distance both by examining the respective formulae and by experimenting on an optical remote-sensing data set.