This paper introduces a geometric framework for analyzing finite-energy signals observed with additive noise by representing them as points on statistical manifolds equipped with the Fisher–Rao metric. Each signal is associated with a parameter vector θ, which defines a unique probability distribution p(x|θ) on a statistical manifold. We propose a unified approach based on the normal multivariate model to describe a raw signal mixed with additive stationary noise. In the approach considered, the background noise is typically assumed to be stationary, whereas the unknown signal is regarded as deterministic. Leveraging tools from information geometry, we compute geodesic equations for the statistical manifolds. We re-derive known results regarding the multivariate normal models and extend them to the signal processing domain. We show that in some cases, the geodesic equations can be solved to obtain a closed-form expression of the Fisher–Rao distance. This expression corresponds to a minimum bound when the sub-manifold is not geodesic, revealing a fundamental geometric constraint in signal parameter estimation. We introduce the spectral distance function, which characterizes the influence of each spectral component of the signals on the Fisher–Rao distance. Our findings provide theoretical insights for signal clustering and machine learning applications, where geometric distances can characterize classification and estimation tasks.
Franck Florin (Tue,) studied this question.