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

Emmanuel Tannenbaum, Tryphon Georgiou, Allen Tannenbaum

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

10 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
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1885-1890
Number of pages6
ISBN (Print)9781424477456
DOIs
StatePublished - 2010
Event49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, United States
Duration: Dec 15 2010Dec 17 2010

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference49th IEEE Conference on Decision and Control, CDC 2010
Country/TerritoryUnited States
CityAtlanta
Period12/15/1012/17/10

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