Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: This article investigates the gain in statistical performance/complexity of the adaptive estimation of the eigenvalue decomposition (EVD) of covariance matrices when the centro-symmetric (CS) structure of such matrices is utilized. After deriving the asymptotic distribution of the EVD estimators, it is shown, in particular, that the closed-form expressions for the asymptotic covariance of batch and adaptive EVD estimators are very similar, provided that the number of samples is replaced by the inverse of the step size.
['Jean Pierre Delmas']
I am writing a research paper on a idea On adaptive EVD asymptotic distribution of centro-symmetric covariance matrices
[{"from": "human", "value": "I am writing a research paper on a idea On adaptive EVD asymptotic distribution of centro-symmetric covariance matrices"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: This article investigates the gain in statistical performance/complexity of the adaptive estimation of the eigenvalue decomposition (EVD) of covariance matrices when the centro-symmetric (CS) structure of such matrices is utilized. After deriving the asymptotic distribution of the EVD estimators, it is shown, in particular, that the closed-form expressions for the asymptotic covariance of batch and adaptive EVD estimators are very similar, provided that the number of samples is replaced by the inverse of the step size."}]