140 citations · 658 across the 113 of their papers we have counts for
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math.OC2006★ 16 cited
An intrinsic metric for power spectral density functions
Tryphon T. Georgiou
We present an intrinsic metric that quantifies distances between power spectral density functions. The metric was derived by the author in a recent arXiv-report (math.OC/0607026) a…
math.OC2006★ 25 cited
Distances between power spectral densities
Tryphon T. Georgiou
We present several natural notions of distance between spectral density functions of (discrete-time) random processes. They are motivated by certain filtering problems. First we qu…