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Meta-optimization of the extended Kalman filter's parameters through the use of the Bias Variance Equilibrium Point criterion
Citation
Salmon, BP and Kleynhans, W and van den Bergh, F and Olivier, JC and Marais, WJ and Grobler, TL and Wessels, KJ, Meta-optimization of the extended Kalman filter's parameters through the use of the Bias Variance Equilibrium Point criterion, IEEE Transactions on Geoscience and Remote Sensing, 52, (8) pp. 5072-5087. ISSN 0196-2892 (2014) [Refereed Article]
Copyright Statement
Copyright 2013 IEEE
DOI: doi:10.1109/TGRS.2013.2286821
Abstract
The extraction of information on land cover classes
using unsupervised methods has always been of relevance to the
remote sensing community. In this paper a novel criterion is
proposed which extract the inherent information in an unsupervised
fashion from a time series. The criterion is used to fit a
parametric model to a time series and derive the corresponding
covariance matrices of the parameters for the model and estimate
the additive noise on the time series. The proposed criterion
uses both spatial and temporal information when estimating the
covariance matrices and can be extended to incorporate spectral
information. The algorithm used to estimate the parameters for
the model is the Extended Kalman filter. An unsupervised search
algorithm, specifically designed for this criterion, is proposed
in conjunction with the criterion that is used to rapidly and
efficiently estimate the variables. The search algorithm attempts
to satisfy the criterion by employing density adaptation to the
current candidate system. The application in this paper is the
use of an Extended Kalman filter to model MODerate-resolution
Imaging Spectroradiometer time series with a triply modulated
cosine function as the underlying model. The results show that
the criterion improved the fit of the triply modulated cosine
function by an order of magnitude on the time series over all
seven spectral bands when compared to the other methods. The
state space variables derived from the Extended Kalman filter are
then used for both land cover classification and land cover change
detection. The method was evaluated in the Gauteng province
of South Africa where it was found to significantly improve on
land cover classification and change detection accuracies when
compared to other methods.
Item Details
Item Type: | Refereed Article |
---|---|
Keywords: | classification algorithms and geospatial analysis, Kalman filters, time series analysis, unsupervised learning, signal processing, spatial information, hellinger |
Research Division: | Engineering |
Research Group: | Geomatic engineering |
Research Field: | Photogrammetry and remote sensing |
Objective Division: | Expanding Knowledge |
Objective Group: | Expanding knowledge |
Objective Field: | Expanding knowledge in engineering |
UTAS Author: | Salmon, BP (Dr Brian Salmon) |
UTAS Author: | Olivier, JC (Professor JC Olivier) |
ID Code: | 87149 |
Year Published: | 2014 |
Web of Science® Times Cited: | 8 |
Deposited By: | Engineering |
Deposited On: | 2013-11-08 |
Last Modified: | 2016-10-05 |
Downloads: | 0 |
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