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arXiv · 1708.02818

Conal Distances Between Rational Spectral Densities

Giacomo Baggio·Augusto Ferrante·Rodolphe Sepulchre
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Abstract

The paper generalizes Thompson and Hilbert metric to the space of spectral densities. The resulting complete metric space has the differentiable structure of a Finsler manifold with explicit geodesics. The resulting 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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Giacomo Baggio, Augusto Ferrante, Rodolphe Sepulchre. 2017-08-09. Conal Distances Between Rational Spectral Densities. https://arxiv.org/abs/1708.02818

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