Distances Between Finite-Horizon Linear Behaviors

Alberto Padoan, Jeremy Coulson

Abstract: The letter introduces a class of distances for linear behaviors over finite time horizons. These distances allow for comparisons between finite-horizon linear behaviors represented by matrices of possibly different dimensions. They remain invariant under coordinate changes, rotations, and permutations, ensuring independence from input-output partitions. Moreover, they naturally encode complexity-misfit trade-offs for Linear Time-Invariant (LTI) behaviors, providing a principled solution to a longstanding puzzle in behavioral systems theory. The resulting framework characterizes modeling as a minimum distance problem, identifying the Most Powerful Unfalsified Model (MPUM) as optimal among all systems unfalsified by a given dataset. Finally, we illustrate the value of these metrics in a time-series anomaly detection task, where their finer resolution yields superior performance over existing distances.

External IDs:dblp:journals/csysl/PadoanC25