Optimal channels for channelized quadratic estimators

Research output: Contribution to journalArticle

Abstract

We present a new method for computing optimized channels for estimation tasks that is feasible for highdimensional image data. Maximum-likelihood (ML) parameter estimates are challenging to compute from high-dimensional likelihoods. The dimensionality reduction from M measurements to L channels is a critical advantage of channelized quadratic estimators (CQEs), since estimating likelihood moments from channelized data requires smaller sample sizes and inverting a smaller covariance matrix is easier. The channelized likelihood is then used to form ML estimates of the parameter(s). In this work we choose an imaging example in which the second-order statistics of the image data depend upon the parameter of interest: the correlation length. Correlation lengths are used to approximate background textures in many imaging applications, and in these cases an estimate of the correlation length is useful for pre-whitening. In a simulation study we compare the estimation performance, as measured by the root-mean-squared error (RMSE), of correlation length estimates from CQE and power spectral density (PSD) distribution fitting. To abide by the assumptions of the PSD method we simulate an ergodic, isotropic, stationary, and zero-mean random process. These assumptions are not part of the CQE formalism. The CQE method assumes a Gaussian channelized likelihood that can be a valid for non-Gaussian image data, since the channel outputs are formed from weighted sums of the image elements. We have shown that, for three or more channels, the RMSE of CQE estimates of correlation length is lower than conventional PSD estimates. We also show that computing CQE by using a standard nonlinear optimization method produces channels that yield RMSE within 2% of the analytic optimum. CQE estimates of anisotropic correlation length estimation are reported to demonstrate this technique on a two-parameter estimation problem.

Original languageEnglish (US)
Pages (from-to)1214-1225
Number of pages12
JournalJournal of the Optical Society of America A: Optics and Image Science, and Vision
Volume33
Issue number6
DOIs
StatePublished - Jun 1 2016

ASJC Scopus subject areas

  • Atomic and Molecular Physics, and Optics
  • Electronic, Optical and Magnetic Materials
  • Computer Vision and Pattern Recognition

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