Signals and control aspects of optimal mass transport and the Boltzmann entropy

Emmanuel Tannenbaum, Tryphon T Georgiou, Allen Tannenbaum

Research output: Chapter in Book/Report/Conference proceedingConference contribution

9 Scopus citations

Abstract

In this note we describe some properties of the Wasserstein-2 metric on the space of probability distributions. It turns out that the resulting geodesics lead to interesting connections with the Boltzmann entropy, the heat equations (both linear and nonlinear), and suggest possible Riemannian structures on density functions. In particular, we observe similarities and connections with other metrics originating in Information geometry and prediction theory.

Original languageEnglish (US)
Title of host publication2010 49th IEEE Conference on Decision and Control, CDC 2010
Pages1885-1890
Number of pages6
DOIs
StatePublished - Dec 1 2010
Event2010 49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, GA, United States
Duration: Dec 15 2010Dec 17 2010

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2010 49th IEEE Conference on Decision and Control, CDC 2010
CountryUnited States
CityAtlanta, GA
Period12/15/1012/17/10

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