功率谱的信息几何  

Information Geometry of Power Spectral

作　　者：弗洛斯[1] 彭林玉 孙华飞[1] 段晓敏[1] 

机构地区：[1]北京理工大学数学学院,北京100081 [2]Department of Mathematics,University of Surrey,Guildford GU2 7XH,United Kingdom

出　　处：《北京理工大学学报》2013年第3期327-330,共4页Transactions of Beijing Institute of Technology

基　　金：国家自然科学基金资助项目(61179031;10932002)

摘　　要：利用信息几何的方法,给出了功率谱的信息几何结构.将要研究的功率谱的集合看成一个微分流形,定义了分数阶功率谱,引入黎曼度量和对偶联络,并获得了三个随机过程模型的几何度量.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.

关 键 词：信息几何 度量 功率谱 

分 类 号：O186[理学—数学]