I have a signal x that I want to classify in one of the classes A and B in which the means are
Ma=[0.5,0.6] and Mb=[2,2]
and with variances
Va=1 and Vb=2.
And to classify the signal I have to use the Mahalanobis distance which requires the covariance S that those classes share and have in common. Can I find it if there is only given the mean and variance between those classes?
P.S I know this looks like a homework exercise but I have been looking everywhere and I could not find anything