A note on conic fitting by the gradient weighted least-squares estimation: refined eigenvector solution

摘要

The gradient weighted least-squares criterion is a popular criterion for conic fitting. When the non-linear minimi- sation problem is solved using the eigenvector method, the minimum is not reached and the resulting solution is an approximation. In this paper, we refine the existing eigenvector method so that the minimisation of the non-linear problem becomes exactly. Consequently we apply the refined algorithm ot the re-normalisation approach, by which the new iterative scheme yields to bias-corrected solution but based on the exact minimiser of the cost function. Experi- mental results show the improved performance of the proposed algorithm.