2021
A Tyler-Type Estimator of Location and Scatter Leveraging Riemannian Optimization
Antoine Collas, Florent Bouchard, Arnaud Breloy, Chenfang Ren, Guillaume Ginolhac, Jean Philippe Ovarlez
ICASSP 2021accepted
We consider the problem of jointly estimating the location and scatter matrix of a Compound Gaussian distribution with unknown deterministic texture parameters. When the location is known, the Maximum Likelihood Estimator (MLE) of the scatter matrix corresponds to Tyler’s M-estimator, which can be c…