Parameters estimate of Riemannian Gaussian distribution in the manifold of covariance matrices
Parameters estimate of Riemannian Gaussian distribution in the manifold of covariance matrices
The study of P <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</sub> , the manifold of m × m symmetric positive definite matrices, has recently become widely popular in many engineering applications, like radar signal processing, mechanics, computer vision, image processing, and medical imaging. A large body of literature is devoted to the barycentre of …