Tracking on manifolds : quasi-Newton optimisation algorithms on manifolds
In recent years, optimisation on manifolds has become a popular area of research. Applications in signal processing have been proposed as well. Optimisation methods on manifolds can reduce the dimension of the original problems compared to the problems in their ambient Euclidean space. Many traditional unconstrained optimisation algorithms such as the steepest descent algorithm, the Newton's method and the trust region algorithm have be extended to Riemannian manifolds or smooth manifolds....[Show more]
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