An intrinsic metric for power spectral density functions

Tryphon T. Georgiou

Research output: Contribution to journalArticlepeer-review

15 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 languageEnglish (US)
Pages (from-to)561-563
Number of pages3
JournalIEEE Signal Processing Letters
Volume14
Issue number8
DOIs
StatePublished - 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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