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Recursive estimation of the scatter matrix of ECD: the Riemannian Information Gradient method ? ?

机译:递归估计ECD的散射矩阵:riemannian信息梯度方法

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ECD (elliptically-contoured distribution) models have been found remarkably successful in representing natural signals. At present, the estimation of these models is at the heart of numerous signal processing applications. Unfortunately, state-of-the-art methods for estimating the parameters of an ECD, especially its scatter matrix, may turn out to have excessive computational complexity. To remedy this problem, the present work introduces the Riemannian information gradient method, for recursive (i.e. online) estimation of the scatter matrix. It is shown that this method holds a significant advantage in terms of computational complexity, while still achieving the same performance as state-of-the-art methods.
机译:ECD(椭圆形)模型已经发现代表自然信号非常成功。 目前,这些模型的估计是众多信号处理应用的核心。 遗憾的是,用于估计ECD的参数,特别是其散射矩阵的最先进的方法可能会产生过度的计算复杂性。 为了解决这个问题,目前的工作介绍了riemananian信息梯度方法,用于散射矩阵的递归(即在线)估计。 结果表明,该方法在计算复杂度方面具有显着的优势,同时仍然实现与最先进的方法相同的性能。

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