Spectral distance measures between Gaussian processes

DOI10.1109/TAC.1980.1102475MaRDI QIDQ3902912zbMATH OpenOpenAlexFDO

Authors Dimitri Kazakos, P. Papantoni-Kazakos

Publication date 1980

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

Full work available at URL https://doi.org/10.1109/tac.1980.1102475

zbMATH Keywords

Gaussian processesprediction theoryspectral distance measures

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cited in

(8)

• When are two multivariate random processes indistinguishable
• Parameter identifiability with Kullback-Leibler information divergence criterion
• The autoregressive metric for comparing time series models
• Time series clustering and classification by the autoregressive metric
• Analytical study of performance of linear discriminant analysis in stochastic settings
• Hellinger transform of Gaussian autoregressive processes
• Constructing brain connectivity group graphs from EEG time series
• Biological applications of time series frequency domain clustering

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