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Structured Gaussian components for hyperspectral image classification
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DOI：10.1109/TGRS.2006.880626.png)
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摘要
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The large number of bands in hyperspectral images leads to a large number of parameters to estimate. It has been argued in the literature that class-conditional distributions of hyperspectral images are non-Gaussian; thus, multiple components might be needed to describe the classes accurately. In this paper, we propose to represent the Gaussian components in the classifier with a smaller number of parameters by allowing some or all component distributions to share eigenstructure by decomposing the covariance matrix Sigma(k) of each of the k components into a product of three parameters, namely: 1) scalar lambda(k) measuring volume; 2) diagonal matrix A(k) of normalized eigenvalues measuring shape; and 3) matrix of eigenvectors D-k measuring orientation. Any combination of these parameters can be common for any subset of the covariance matrices, allowing a flexible set of possible configurations that can be used to approximate the true covariance using fewer parameters. A simple bottom-up algorithm for searching for possible parameter-sharing models is developed. Experiments on three data sets were performed: one concerned with woodland classification and two on urban mapping. Results from these experiments indicate that the method outperforms conventional classifiers and performs comparably with state-of-the-art classifiers such as support vector machines.
Keyword:
covariance approximation
eigendecomposition
hyperspectral data analysis
image classification
mixture classifier
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期刊
IF:
8.6
论文数:
2.1W
被引数:
10.7W
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