Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence

DOI10.1007/BF01692059zbMATH Open0632.93017OpenAlexW1994796137WikidataQ115393223 ScholiaQ115393223MaRDI QIDQ3770366FDOQ3770366

Shun-Ichi Amari

Publication date: 1987

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01692059

zbMATH Keywords

spectral densitydivergencegeodesicsRiemannian metricconnectionsorder reductiontime-invariantapproximation problemHilbert manifoldstochastic realizationdifferential-geometric statisticslinear, discrete-time control systems

Mathematics Subject Classification ID

Gaussian processes (60G15) Connections (general theory) (53C05) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Geodesics in global differential geometry (53C22) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Geometric methods (93B27) Realizations from input-output data (93B15)

Cites Work

• Differential-geometrical methods in statistics
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• Mathematical Description of Linear Dynamical Systems
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• An exponential model for the spectrum of a scalar time series
• The topology of spaces of rational functions
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• Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
• Applications of Algebraic Geometry to Systems Theory: The M<scp>c</scp>Millan Degree and Kronecker Indices of Transfer Functions as Topological and Holomorphic System Invariants
• Some geometric questions in the theory of linear systems
• Moduli and canonical forms for linear dynamical systems II: The topological case
• A scaling theory for linear systems
• Estimating the dimension of a linear system
• The inverse partial correlation function of a time series and its applications
• Minimum cross-entropy spectral analysis
• Estimation of a structural parameter in the presence of a large number of nuisance parameters
• Minimum cross-entropy spectral analysis of multiple signals

Cited In (19)

• Informative fractal dimension associated with nonmetricity in information geometry
• The geometric structures and instability of entropic dynamical models
• Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
• A natural gradient algorithm for stochastic distribution systems
• Gradient systems in view of information geometry
• Articulated estimator random field and geometrical approach applied in system identification
• A superharmonic prior for the autoregressive process of the second-order
• Title not available (Why is that?)
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds
• Information geometry and statistical manifold.
• Title not available (Why is that?)
• Studies of information quantities and information geometry of higher order cumulant spaces
• Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model
• Fisher information under restriction of Shannon information in multi-terminal situations
• Information-Geometric Measure for Neural Spikes
• Differential geometrical structures related to forecasting error variance ratios
• Information geometric characterization of the complexity of fractional Brownian motions
• Statistical Einstein manifolds of exponential families with group-invariant potential functions
• Superharmonic priors for autoregressive models

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