论文标题

Kalman滤波和期望最大化多颞光谱

Kalman Filtering and Expectation Maximization for Multitemporal Spectral Unmixing

论文作者

Borsoi, Ricardo Augusto, Imbiriba, Tales, Closas, Pau, Bermudez, José Carlos Moreira, Richard, Cédric

论文摘要

高光谱成像技术的最新演变和新的新兴应用程序的扩散按下了多个时间高光谱图像的处理。在这项工作中,我们提出了一种新型的光谱脉冲(SU)策略,使用出色动机的参数末端描述来说明时间频谱变异性。通过使用状态空间公式代表多阶段混合过程,我们能够利用贝叶斯过滤机制来估计末端变异性系数。此外,假设丰度的时间变化在短时间间隔很小,则采用了预期最大化(EM)算法的有效实现来估计丰度和其他模型参数。仿真结果表明,所提出的策略优于最先进的多阶段算法。

The recent evolution of hyperspectral imaging technology and the proliferation of new emerging applications presses for the processing of multiple temporal hyperspectral images. In this work, we propose a novel spectral unmixing (SU) strategy using physically motivated parametric endmember representations to account for temporal spectral variability. By representing the multitemporal mixing process using a state-space formulation, we are able to exploit the Bayesian filtering machinery to estimate the endmember variability coefficients. Moreover, by assuming that the temporal variability of the abundances is small over short intervals, an efficient implementation of the expectation maximization (EM) algorithm is employed to estimate the abundances and the other model parameters. Simulation results indicate that the proposed strategy outperforms state-of-the-art multitemporal SU algorithms.

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