Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

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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Bibliographic Details
Main Authors: Xiaoqiang Hua, Yongqiang Cheng, Hongqiang Wang, Yuliang Qin
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Entropy
Subjects:
information divergence
Riemannian manifold
covariance estimation
mean estimator
heterogeneous clutter
Online Access:http://www.mdpi.com/1099-4300/20/4/219

Internet

http://www.mdpi.com/1099-4300/20/4/219

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