In this paper, we address the problem of video tracking using covariance descriptors constructed from simple features extracted from the given image sequence. Theoretically, this can be posed as a tracking problem in the space of ($n \times n$) symmetric positive definite (SPD) matrices denoted by $P_n$. A novel probabilistic dynamic model in $P_n$ based on Riemannian geometry and probability theory is presented in conjunction with a geometric (intrinsic) recursive filter for tracking a time sequence of SPD matrix measurements in a Bayesian framework. This newly developed filtering method can be used for the covariance descriptor updating problem in covariance tracking, leading to new and efficient video tracking algorithms. To show the accuracy and efficiency of our tracker in comparison to the state-of-the-art, we present synthetic experiments on $P_n$ and several real data experiments for tracking in video sequences.
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