We begin with an interpretation of the L 1-distance between two power spectral densities and then, following an analogous rationale, we develop a natural metric for quantifying distance between respective covariance matrices.
|Original language||English (US)|
|Title of host publication||Modeling, Estimation and Control|
|Subtitle of host publication||Festschrift in Honor of Giorgio Picci on the Occasion of his sixty-fifth Birthday|
|Editors||Alessandro Chiuso, Stefano Pinzoni, Augusto Ferrante|
|Number of pages||10|
|State||Published - Oct 31 2007|
|Name||Lecture Notes in Control and Information Sciences|