论文标题

光谱域$ \ MATHCAL {W} _2 $ WASSERSTEIN距离椭圆形过程和光谱域Gelbrich绑定

The Spectral-Domain $\mathcal{W}_2$ Wasserstein Distance for Elliptical Processes and the Spectral-Domain Gelbrich Bound

论文作者

Fang, Song, Zhu, Quanyan

论文摘要

在此简短说明中,我们介绍了光谱域$ \ Mathcal {w} _2 $ Wasserstein距离,用于椭圆形的随机过程,以其功率谱。我们还引入了用于不一定椭圆形的过程的光谱域凝胶膜。

In this short note, we introduce the spectral-domain $\mathcal{W}_2$ Wasserstein distance for elliptical stochastic processes in terms of their power spectra. We also introduce the spectral-domain Gelbrich bound for processes that are not necessarily elliptical.

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