A Bayesian approach to geometric subspace estimation. (Q2734333)
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scientific article; zbMATH DE number 1633961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to geometric subspace estimation. |
scientific article; zbMATH DE number 1633961 |
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2000
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subspace estimation
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Monte Carlo sampling
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Grassman manifold
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A Bayesian approach to geometric subspace estimation. (English)
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The matter of subspace estimation is of considerable interest in engineering problems. Here the author presents a Bayesian framework for subspace estimation and tracking. Such subspaces are represented by their unique complex projection matrices, these being viewed as elements of a complex Grassman manifold. A posterior density is derived for the elements of the unitary group \(U(n)\), and pertinent expectations are empirically generated.
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