Tools For Multivariable Spectral and Coherence Analysis

Abstract

The aim of this research has been to develop quantitative tools for high resolution signal analysis and system modeling. These consist of theory and software. An important contribution has been to introduce a family of distance metrics to be used for comparing power spectral distributions in multivariable time-series. These metrics allow quantitative assessment of uncertainty and of resolution in spectral analysis. They also provide a geometric substrate for new techniques in filtering and estimation. More specifically, the concepts of geodesics and that of geometric means, have provided models for time-varying spectra and for ways to aggregate information from disparate sources, respectively. A description of software developed is maintained at the PI's website (http://www.ece.umn.edu/~georgiou/files/software.html).

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 2012
Accession Number
ADA567506

Entities

People

  • Tryphon T. Georgiou

Organizations

  • University of Minnesota

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Compressed Sensing
  • Computational Science
  • Covariance
  • Data Mining
  • Data Science
  • Engineering
  • Filtration
  • Fluid Dynamics
  • Geodesics
  • High Resolution
  • Information Science
  • Power Spectra
  • Signal Processing
  • Spectra
  • Statistical Estimation
  • Statistics
  • Stochastic Processes

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Software Engineering.
  • Theoretical Analysis.