Optimal Transport between Gaussian Stationary Processes
نویسندگان
چکیده
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is variance of filtered discrepancy process. main contribution this article to show that corresponding solution leads a weighted Hellinger distance power spectral densities. Then, we propose estimation approach in case indirect measurements, which based on distance.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.3046567