An intrinsic metric for power spectral density functions

Tryphon T. Georgiou

doi:10.1109/LSP.2006.891315

An intrinsic metric for power spectral density functions

Tryphon T. Georgiou

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

18 Scopus citations

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.

Original language	English (US)
Pages (from-to)	561-563
Number of pages	3
Journal	IEEE Signal Processing Letters
Volume	14
Issue number	8
DOIs	https://doi.org/10.1109/LSP.2006.891315
State	Published - Aug 2007

Bibliographical note

Funding Information:
Manuscript received August 19, 2006; revised November 10, 2006. This work was supported by the National Science Foundation, the Air Force Office of Scientific Research, and the Vincentinne Hemes–Luh Chair. The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Deniz Erdogmus.

Keywords

Information geometry
Intrinsic metric
Power spectral density functions

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10.1109/LSP.2006.891315

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title = "An intrinsic metric for power spectral density functions",

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 = "Information geometry, Intrinsic metric, Power spectral density functions",

author = "Georgiou, {Tryphon T.}",

note = "Funding Information: Manuscript received August 19, 2006; revised November 10, 2006. This work was supported by the National Science Foundation, the Air Force Office of Scientific Research, and the Vincentinne Hemes–Luh Chair. The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Deniz Erdogmus.",

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PY - 2007/8

Y1 - 2007/8

N2 - 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.

AB - 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.

KW - Information geometry

KW - Intrinsic metric

KW - Power spectral density functions

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SP - 561

EP - 563

JO - IEEE Signal Processing Letters

JF - IEEE Signal Processing Letters

IS - 8

ER -

An intrinsic metric for power spectral density functions

Abstract

Bibliographical note

Keywords

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