Title :
An Intrinsic Metric for Power Spectral Density Functions
Author :
Georgiou, Tryphon T.
Author_Institution :
Minnesota Univ., Mineapolis
Abstract :
We present an intrinsic metric that quantifies distances between power spectral density functions. The metric was derived by Georgiou as the geodesic distance between spectral density functions with respect to a particular pseudo-Riemannian metric motivated by a quadratic prediction problem. We provide an independent verification of the metric inequality and discuss certain key properties of the induced topology.
Keywords :
geometry; spectral analysis; geodesic distance; intrinsic metric; power spectral density functions; pseudo-Riemannian metric; quadratic prediction problem; Arithmetic; Density functional theory; Frequency; Geometry; Geophysics computing; H infinity control; Root mean square; Stochastic processes; Topology; Information geometry; intrinsic metric; power spectral density functions;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2006.891315
