TY - GEN
T1 - Geometric concepts and models in power spectral analysis
AU - Georgiou, Tryphon T.
PY - 2009/12/1
Y1 - 2009/12/1
N2 - We present and contrast certain natural metrics between power spectral density functions of discrete-time random processes. We discuss two alternative viewpoints for quantifying uncertainty and distances between statistical models. We draw analogies with the paradigm of information geometry and the Fisher information metric, and make contact with the classical literature of linear prediction, the Kullback-Leibler distance, the Itakura-Saito distance, logarithmic L2-distances, and the total variation, which have been extensively used in applications of speech processing and pattern recognition.
AB - We present and contrast certain natural metrics between power spectral density functions of discrete-time random processes. We discuss two alternative viewpoints for quantifying uncertainty and distances between statistical models. We draw analogies with the paradigm of information geometry and the Fisher information metric, and make contact with the classical literature of linear prediction, the Kullback-Leibler distance, the Itakura-Saito distance, logarithmic L2-distances, and the total variation, which have been extensively used in applications of speech processing and pattern recognition.
UR - http://www.scopus.com/inward/record.url?scp=80051660740&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=80051660740&partnerID=8YFLogxK
U2 - 10.3182/20090706-3-FR-2004.0444
DO - 10.3182/20090706-3-FR-2004.0444
M3 - Conference contribution
AN - SCOPUS:80051660740
SN - 9783902661470
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
SP - 1529
EP - 1530
BT - 15th Symposium on System Identification, SYSID 2009 - Preprints
T2 - 15th IFAC Symposium on System Identification, SYSID 2009
Y2 - 6 July 2009 through 8 July 2009
ER -