Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD) matrices. The means associated with information div...

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Detalles Bibliográficos

Autores principales:	Xiaoqiang Hua, Yongqiang Cheng, Hongqiang Wang, Yuliang Qin
Formato:	Artigo
Lenguaje:	Inglês
Publicado:	MDPI AG 2018-03-01
Colección:	Entropy
Materias:	information divergence Riemannian manifold covariance estimation mean estimator heterogeneous clutter
Acceso en línea:	http://www.mdpi.com/1099-4300/20/4/219
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