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Journal Articles IEEE Transactions on Signal Processing Year : 2011

Minimum mean square distance estimation of a subspace

Abstract

We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace U and its estimate U may not be adequate as the MSE is not the natural metric in the Grassmann manifold G.N.p, i.e., the set of p-dimensional subspaces in RN. As an alternative, we propose to carry out subspace estimation by minimizing the mean square distance between U and its estimate, where the considered distance is a natural metric in the Grassmann manifold, viz. the distance between the projection matrices. We show that the resulting estimator is no longer the posterior mean of U but entails computing the principal eigenvectors of the posterior mean of UUT. Derivation of the minimum mean square distance (MMSD) estimator is carried out in a few illustrative examples including a linear Gaussian model for the data and Bingham or von Mises Fisher prior distributions for U. In all scenarios, posterior distributions are derived and the MMSD estimator is obtained either analytically or implemented via a Markov chain Monte Carlo simulation method. The method is shown to provide accurate estimates even when the number of samples is lower than the dimension of U. An application to hyperspectral imagery is finally investigated.
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Dates and versions

hal-03610507 , version 1 (16-03-2022)

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Olivier Besson, Nicolas Dobigeon, Jean-Yves Tourneret. Minimum mean square distance estimation of a subspace. IEEE Transactions on Signal Processing, 2011, 59 (12), pp.5709 -5720. ⟨10.1109/TSP.2011.2166548⟩. ⟨hal-03610507⟩
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