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Transport metrics for power spectra
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0001-5158-9255
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
2008 (English)In: 47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008), 2008, 143-148 p.Conference paper, Published paper (Refereed)
Abstract [en]

We present a family of metrics for power spectra based on the Monge-Kantorivic transportation distances. These metrics are constructed so that distances reduce with additive and multiplicative noise, reflecting the intuition that noise typically reduces our ability to discriminate spectra. In addition, perturbations measured in these metrics are continuous with respect to the statistics of the underlying time series. A general framework for constructing such metrics is put forth and these are contrasted with an earlier Riemannian metric which is based on prediction theory and the relevant geometry of the underlying time-series.

Place, publisher, year, edition, pages
2008. 143-148 p.
Series
IEEE Conference on Decision and Control, ISSN 0191-2216
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-152140DOI: 10.1109/CDC.2008.4738675ISI: 000307311600024Scopus ID: 2-s2.0-62949094612ISBN: 978-1-4244-3124-3 (print)OAI: oai:DiVA.org:kth-152140DiVA: diva2:749425
Conference
47th IEEE Conference on Decision and Control, DEC 09-11, 2008, Cancun, MEXICO
Note

QC 20140924

Available from: 2014-09-24 Created: 2014-09-23 Last updated: 2014-09-24Bibliographically approved

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Karlsson, Johan

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