Kählerian Information Geometry for Signal Processing

Kählerian Information Geometry for Signal Processing

We prove the correspondence between the information geometry of a signal filter and a Kähler manifold. The information geometry of a minimum-phase linear system with a finite complex cepstrum norm is a Kähler manifold. The square of the complex cepstrum norm of the signal filter corresponds to the K...

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Bibliographic Details
Main Authors: Jaehyung Choi, Andrew P. Mullhaupt
Format: Article
Language:English
Published: MDPI AG 2015-03-01
Series:Entropy
Subjects:
Kähler manifold
information geometry
cepstrum
time series model
Bayesian prediction
superharmonic prior
Online Access:http://www.mdpi.com/1099-4300/17/4/1581

Internet

http://www.mdpi.com/1099-4300/17/4/1581

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