Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
نویسندگان
چکیده
منابع مشابه
Existence, uniqueness, and convergence of the regularized primal-dual central path
In a recent work [3] the authors improved one of the most efficient interior-point approaches for some classes of block-angular problems. This was achieved by adding a quadratic regularization to the logarithmic barrier. This regularized barrier was shown to be self-concordant, thus fitting the general structural optimization interior-point framework. In practice, however, most codes implement ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2014
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2014.2348944