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Conal Distances Between Rational Spectral Densities

Accepted version
Peer-reviewed

Type

Article

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Authors

Sepulchre, RJC 
Baggio, Giacomo 
Ferrante, Augusto 

Abstract

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.

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Keywords

Journal Title

IEEE Transactions on Automatic Control

Conference Name

Journal ISSN

0018-9286
1558-2523

Volume Title

Publisher

IEEE
Sponsorship
European Research Council (670645)
European Research Council