25 citations · 42 across the 4 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…
math.PR2006★ 1 cited
The maximum entropy ansatz in the absence of a time arrow: fractional pole models
Tryphon T. Georgiou
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data…