Regularization and Interpolation of Positive Matrices
(2018) In IEEE Transactions on Automatic Control 63(4). p.1208-1212- Abstract
We construct certain matricial analogues of mass transport for positive definite matrices of equal trace. The framework aims to devise ways of interpolating positive definite matrices that tradeoff between "aligning up their eigenstructure" and "scaling the corresponding eigenvalues". Motivation for the work is provided by power spectral analysis of multivariate time series where linear interpolation between matrix-valued power spectra generates push-pop unrealistic and undesirable artifacts.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/760aaeaa-62a1-4995-b313-241e1234d1a5
- author
- Yamamoto, Kaoru LU ; Chen, Yongxin ; Ning, Lipeng ; Georgiou, Tryphon T. and Tannenbaum, Allen
- organization
- publishing date
- 2018
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Eigenvalues and eigenfunctions, Electronic mail, Interpolation, Mathematical model, Quantum mechanics, Spectrogram, Time series analysis
- in
- IEEE Transactions on Automatic Control
- volume
- 63
- issue
- 4
- pages
- 1208 - 1212
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- scopus:85029155066
- ISSN
- 0018-9286
- DOI
- 10.1109/TAC.2017.2749258
- language
- English
- LU publication?
- yes
- id
- 760aaeaa-62a1-4995-b313-241e1234d1a5
- date added to LUP
- 2017-10-02 12:34:53
- date last changed
- 2022-04-01 19:45:35
@article{760aaeaa-62a1-4995-b313-241e1234d1a5, abstract = {{<p>We construct certain matricial analogues of mass transport for positive definite matrices of equal trace. The framework aims to devise ways of interpolating positive definite matrices that tradeoff between "aligning up their eigenstructure" and "scaling the corresponding eigenvalues". Motivation for the work is provided by power spectral analysis of multivariate time series where linear interpolation between matrix-valued power spectra generates push-pop unrealistic and undesirable artifacts.</p>}}, author = {{Yamamoto, Kaoru and Chen, Yongxin and Ning, Lipeng and Georgiou, Tryphon T. and Tannenbaum, Allen}}, issn = {{0018-9286}}, keywords = {{Eigenvalues and eigenfunctions; Electronic mail; Interpolation; Mathematical model; Quantum mechanics; Spectrogram; Time series analysis}}, language = {{eng}}, number = {{4}}, pages = {{1208--1212}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, series = {{IEEE Transactions on Automatic Control}}, title = {{Regularization and Interpolation of Positive Matrices}}, url = {{http://dx.doi.org/10.1109/TAC.2017.2749258}}, doi = {{10.1109/TAC.2017.2749258}}, volume = {{63}}, year = {{2018}}, }