Conal Distances Between Rational Spectral Densities

DOI10.1109/TAC.2018.2855114MaRDI QIDQ5223691zbMATH OpenOpenAlexFDO

Authors Giacomo Baggio, Augusto Ferrante, Rodolphe Sepulchre

Publication date 18 July 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.02818

Mathematics Subject Classification ID

Local differential geometry of Finsler spaces and generalizations (areal metrics) (53B40) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The paper generalizes Thompson and Hilbert metric to the space of spectral densities. The resulting complete metric space has the differentiable structure of a Finsler manifold with explicit geodesics. The resulting distances are filtering invariant, can be computed efficiently, and admit geodesic paths that preserve rationality; these are properties of fundamental importance in many engineering applications.

Cited in

(3)

• Space and spectral domain relative entropy for homogeneous random fields
• Differential geometry with extreme eigenvalues in the positive semidefinite cone
• Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations

This page was built for publication: Conal Distances Between Rational Spectral Densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223691)