Distances and Riemannian Metrics for Multivariate Spectral Densities

Xianhua Jiang, Lipeng Ning, Tryphon T. Georgiou. Distances and Riemannian Metrics for Multivariate Spectral Densities. IEEE Trans. Automat. Contr., 57(7):1723-1735, 2012. [doi]

Abstract

Abstract is missing.