Abstract
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show that the corresponding solution leads to a weighted Hellinger distance between multivariate power spectral densities. Then, we propose a spectral estimation approach in the case of indirect measurements which is based on this distance.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.