Conal Distances Between Rational Spectral Densities
IEEE Transactions on Automatic Control
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Sepulchre, R. J., Baggio, G., & Ferrante, A. Conal Distances Between Rational Spectral Densities. IEEE Transactions on Automatic Control https://doi.org/10.1109/TAC.2018.2855114
This paper generalizes Thompson and Hilbert metrics to the space of spectral densities. The resulting complete metric space has the differentiable structure of a Finsler manifold with explicit geodesics. The corresponding distances are filtering invariant, can be computed efficiently, and admit geodesic paths that preserve rationality; these are properties of fundamental importance in many engineering applications.
European Research Council
External DOI: https://doi.org/10.1109/TAC.2018.2855114
This record's URL: https://www.repository.cam.ac.uk/handle/1810/280063