Transport metrics for power spectra

Johan Karlsson; Mir Shahrouz Takyar; Tryphon T. Georgiou

doi:10.1109/CDC.2008.4738675

Transport metrics for power spectra

Johan Karlsson, Mir Shahrouz Takyar, Tryphon T. Georgiou

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

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.

Original language	English (US)
Title of host publication	Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	143-148
Number of pages	6
ISBN (Print)	9781424431243
DOIs	https://doi.org/10.1109/CDC.2008.4738675
State	Published - 2008
Event	47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico Duration: Dec 9 2008 → Dec 11 2008

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	47th IEEE Conference on Decision and Control, CDC 2008
Country/Territory	Mexico
City	Cancun
Period	12/9/08 → 12/11/08

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10.1109/CDC.2008.4738675

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Transport metrics for power spectra. / Karlsson, Johan; Takyar, Mir Shahrouz; Georgiou, Tryphon T.
Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. Institute of Electrical and Electronics Engineers Inc., 2008. p. 143-148 4738675 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Karlsson, J, Takyar, MS & Georgiou, TT 2008, Transport metrics for power spectra. in Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008., 4738675, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 143-148, 47th IEEE Conference on Decision and Control, CDC 2008, Cancun, Mexico, 12/9/08. https://doi.org/10.1109/CDC.2008.4738675

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Transport metrics for power spectra

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