The information geometric structure of power spectral is given based on information geometry theory. The set of power spectral is taken as a differential manifold. Moreover, a Riemannian metric is defined and the dual connections are introduced. Further, the geometric metrics of three stochastic process models are founded in this paper.
|Beijing Ligong Daxue Xuebao/Transaction of Beijing Institute of Technology
|Published - 2013 3月 1
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