关于DCF（判别相关滤波器）的闭式解详细推导

论文题目：High-Speed Tracking with Kernelized Correlation Filters 

作者主页：ht://wtpww.robots.ox.ac.uk/~joao/circulant/

参考博文：https://blog.csdn.net/discoverer100/article/details/53835507

1. 从岭回归开始推导

online training process can be written:

while, w is the cofficience of filter, the symbol φ(·) means feature extraction operator, and y is landmark we selected which can be generated by gaussian heatmap. 

Generally speaking, format above can be understood by variances and bias. When we using ridge regression, we should pay more attention to parameter λ， if λ sets too high, model's bias would expand, which is bad for our classifier.

Then, we make a deviation for  above from w perspective, that is:

so, the close-form solution for ridge regression is:

This close-form solution is deduced in spatial space, which can also be represented in Fourier space.

^ 是离散傅里叶变换； H表示共轭转置矩阵。

2. 判别式相关滤波部分

DCF中我们已经限定了前提，X是循环矩阵，而循环矩阵又拥有如下特性：