BHATTACHARYYA MEDIAN OF SYMMETRIC POSITIVE-DEFINITE MATRICES AND APPLICATION TO THE DENOISING OF DIFFUSION-TENSOR FIELDS

Information Geometry for Covariance Estimation in Heterogeneous Clutter with Total Bregman Divergence

This paper presents a covariance matrix estimation method based on information geometry in a heterogeneous clutter. In particular, the problem of covariance estimation is reformulated as the computation of geometric median for covariance matrices estimated by the secondary data set. A new class of total Bregman divergence is presented on the Riemanian manifold of Hermitian positive-definite (HPD) matrix, which is the foundation of information geometry. On the basis of this divergence, total Bregman divergence medians are derived instead of the sample covariance matrix (SCM) of the secondary data. Unlike the SCM, resorting to the knowledge of statistical characteristics of the sample data, the geometric structure of matrix space is considered in our proposed estimators, and then the performance can be improved in a heterogeneous clutter. At the analysis stage, numerical results are given to validate the detection performance of an adaptive normalized matched filter with our estimator compared with existing alternatives.

Information Geometry for Radar Target Detection with Total Jensen-Bregman Divergence

This paper proposes a radar target detection algorithm based on information geometry. In particular, the correlation of sample data is modeled as a Hermitian positive-definite (HPD) matrix. Moreover, a class of total Jensen–Bregman divergences, including the total Jensen square loss, the total Jensen log-determinant divergence, and the total Jensen von Neumann divergence, are proposed to be used as the distance-like function on the space of HPD matrices. On basis of these divergences, definitions of their corresponding median matrices are given. Finally, a decision rule of target detection is made by comparing the total Jensen-Bregman divergence between the median of reference cells and the matrix of cell under test with a given threshold. The performance analysis on both simulated and real radar data confirm the superiority of the proposed detection method over its conventional counterparts and existing ones.

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 divergences are derived and used as the estimators. Without resorting to the complete knowledge of the probability distribution of the sample data, the geometry of the Riemannian manifold of HPD matrices is considered in mean estimators. Moreover, the robustness of mean estimators is analyzed using the influence function. Simulation results indicate the robustness and superiority of an adaptive normalized matched filter with our proposed estimators compared with the existing alternatives.