On adaptive EVD asymptotic distribution of centro-symmetric covariance matrices

This correspondence investigates the gain in statistical performance/comple xity of the adaptive estimation of the eigenvalue decomposition (EVD) of co variance matrices when the centrosymmetric (CS) structure of such matrices is utilized. After deriving, the asymptotic distribution of the EVD estimat ors, it is shown, in particular, that the closed-form expressions for the a symptotic 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.