Distances and Riemannian Metrics for Multivariate Spectral Densities

DOI10.1109/TAC.2012.2183171zbMath1369.62243arXiv1107.1345WikidataQ115264671 ScholiaQ115264671MaRDI QIDQ5352874

Tryphon T. Georgiou, Xianhua Jiang, Lipeng Ning

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1107.1345

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17)

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