In brain-computer interface (BCI) systems, symmetric positive definite (SPD) manifold within Riemannian space has been frequently utilized to extract spatial features from electroencephalogram (EEG) signals. However, the intrinsic high dimensionality of SPD matrices introduces too much computational burden to hinder the real-time applications of such BCI, especially in handling dynamic tasks, like incremental learning. Directly reducing the dimensionality of SPD matrices with conventional dimensionality reduction (DR) methods will alter the fundamental properties of SPD matrices.
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