A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
An Intrinsic Metric for Power Spectral Density Functions
2007
IEEE Signal Processing Letters
Preserved Fulltext
Other Versions
We present an intrinsic metric that quantifies distances between power spectral density functions. The metric was derived by the author in a recent arXiv-report (math.OC/0607026) 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.
doi:10.1109/lsp.2006.891315
fatcat:vyhp4bcqjnfjhhiyfamwxjaheu