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We extend the technique by incorporating prior knowledge of the \ properties of ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distributed data, and obtain a simple modification to the basic \ super-resolution algorithm" }], "Abstract"], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " Introduction" }], "Section 1"], Cell[TextData[{ "An iterative algorithm for super-resolving synthetic aperture radar (SAR) \ images was presented in [", ButtonBox["2", ButtonData:>"Ref:DelvesPrydeLuttrell1988", ButtonStyle->"Hyperlink"], "]: it is an implementation of the theory that was described in [", ButtonBox["4", ButtonData:>"Ref:Luttrell1985", ButtonStyle->"Hyperlink"], ", ", ButtonBox["5", ButtonData:>"Ref:LuttrellOliver1986", ButtonStyle->"Hyperlink"], "], which was reviewed in [", ButtonBox["6", ButtonData:>"Ref:Luttrell1990", ButtonStyle->"Hyperlink"], "]. The algorithm was originally developed heuristically, but was then \ partially justified from a Bayesian viewpoint [", ButtonBox["3", ButtonData:>"Ref:Luttrell1989", ButtonStyle->"Hyperlink"], "]. In this paper we shall present an improved justification by appealing \ to the expectation-maximisation (EM) method of solving maximum-likelihood \ problems ", "[", ButtonBox["1", ButtonData:>"Ref:DempsterLairdRubin1977", ButtonStyle->"Hyperlink"], "]", ". We concern ourselves with the inverse cross section problem rather than \ the inverse object field problem, because the former is more closely related \ to the problem of interpreting data. The solution of the inverse object field \ problem is used only as an intermediate step in solving the inverse cross \ section problem." }], "Text"], Cell[TextData[{ "A fully Bayesian treatment of super-resolution must incorporate prior \ knowledge of the underlying cross section - this was done only heuristically \ in [", ButtonBox["2", ButtonData:>"Ref:DelvesPrydeLuttrell1988", ButtonStyle->"Hyperlink"], ", ", ButtonBox["3", ButtonData:>"Ref:Luttrell1989", ButtonStyle->"Hyperlink"], "]. We introduce a rdistribution cross section model model, which produces \ so-called ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distributed data when combined with a Gaussian scattering model [", ButtonBox["7", ButtonData:>"Ref:JakemanPusey1976", ButtonStyle->"Hyperlink"], ", ", ButtonBox["8", ButtonData:>"Ref:Ward1981", ButtonStyle->"Hyperlink"], "]. We find that the iterative super-resolution algorithm needs only a \ slight modification in order to incorporate the effects of this type of prior \ knowledge." }], "Text"], Cell[TextData[{ "The plan of the paper is as follows. In ", ButtonBox["\[Section]", ButtonData:>"Sect:2", ButtonStyle->"Hyperlink"], CounterBox["Section", "Sect:2"], " we solve the inverse object field problem as a prelude to solving the \ full inverse cross section problem in ", ButtonBox["\[Section]", ButtonData:>"Sect:3", ButtonStyle->"Hyperlink"], CounterBox["Section", "Sect:3"], ". In ", ButtonBox["\[Section]", ButtonData:>"Sect:4", ButtonStyle->"Hyperlink"], CounterBox["Section", "Sect:4"], " we show how to apply the EM method to the problem of maximising the \ likEhood that the data can arise from the chosen cross section, and we extend \ this in ", ButtonBox["\[Section]", ButtonData:>"Sect:5", ButtonStyle->"Hyperlink"], CounterBox["Section", "Sect:5"], " to incorporate the effect of ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distributed prior knowledge." }], "Text"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " The inverse object field problem" }], "Section", CellTags->"Sect:2"], Cell["\<\ In this section we shall solve the problem of recovering from a set of image \ data the object field produced by the scattering of coherent illumination.\ \>", "Text"], Cell["Consider a linear imaging system described by", "Text"], Cell[BoxData[ \(TraditionalForm\`g = T\ f + n\)], "NumberedEquation", CellTags->"Eq:1"], Cell[TextData[{ "where ", Cell[BoxData[ \(TraditionalForm\`f\)]], " is the object field state, ", Cell[BoxData[ \(TraditionalForm\`T\)]], " is a linear imaging operator, ", Cell[BoxData[ \(TraditionalForm\`n\)]], " is the additive image noise state, and ", Cell[BoxData[ \(TraditionalForm\`g\)]], " is the image state. ", Cell[BoxData[ \(TraditionalForm\`f\)]], " itself derives stochastically from an underlying cross section ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], "." }], "Text"], Cell["\<\ First of all let us solve the inverse object field problem. Introduce \ probability density functions (PDF) to transform into the language Bayesian \ calculus\ \>", "Text"], Cell[BoxData[{ \(TraditionalForm\`P( f | \[Sigma]) = \[AlignmentMarker]\(1\/\(det(\[Pi]\ \[Sigma])\)\) e\^\(\(-f\^\[Dagger]\) \(\[Sigma]\^\(-1\)\) f\)\), "\n", \(TraditionalForm\`P(n) = \[AlignmentMarker]\(1\/\(det(\[Pi]\ N)\)\) e\^\(\(-n\^\[Dagger]\) \(N\^\(-1\)\) n\)\), "\n", \(TraditionalForm\`P(g | f) = \[AlignmentMarker]\(1\/\(det(\[Pi]\ N)\)\) e\^\(\(-\((g - T\ f)\)\^\[Dagger]\) \(\(N\^\(-1\)\)(g - T\ \ f)\)\)\)}], "NumberedEquation", TextAlignment->AlignmentMarker, CellTags->"Eq:2"], Cell[TextData[{ "For convenience, I define ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " to be diagonal matrix containing the elements of the cross section. ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma])\)]], " specifies a Gaussian scattering model, which is appropriate when the \ effective number of scatterers per resolution cell is large. ", Cell[BoxData[ \(TraditionalForm\`P(n)\)]], " specifies Gaussian image noise, and ", Cell[BoxData[ \(TraditionalForm\`P(g | f)\)]], " is the result of applying ", Cell[BoxData[ \(TraditionalForm\`P(n)\)]], " to the imaging system in ", ButtonBox["equation", ButtonData:>"Eq:1", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:1"], ")." }], "Text"], Cell["Now define a pair of covariance matrices and a mean", "Text"], Cell[BoxData[{ FormBox[\(M \[Congruent] \[AlignmentMarker]T\ \[Sigma]\ T\^\[Dagger] + N\), TraditionalForm], "\n", FormBox[\(C\^\(-1\) \[Congruent] \[AlignmentMarker]\[Sigma]\^\(-1\) + \(T\ \^\[Dagger]\) \(N\^\(-1\)\) T\), TraditionalForm], "\n", FormBox[ RowBox[{ RowBox[{\(f\&_\), "\[Congruent]", "\[AlignmentMarker]", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P(f | g, \[Sigma])\), "f"}]}]}], "=", \(\[Sigma]\ \(T\^\[Dagger]\) \(M\^\(-1\)\) g\)}], TraditionalForm]}], "NumberedEquation", TextAlignment->AlignmentMarker, CellTags->"Eq:3"], Cell["\<\ Solve the inverse object field problem by introducing Bayes theorem in the \ form\ \>", "Text"], Cell[BoxData[ \(TraditionalForm\`P( f | g, \[Sigma]) = \(\(P(g | f)\) \(P(f | \[Sigma])\)\)\/\(P(g | \ \[Sigma])\)\)], "NumberedEquation", CellTags->"Eq:4"], Cell[TextData[{ "where prior knowledge of ", Cell[BoxData[ \(TraditionalForm\`f\)]], " is introduced via the ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma])\)]], " factor, and the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], " is introduced via the ", Cell[BoxData[ \(TraditionalForm\`P(g | f)\)]], " factor. Both of these factors are uniquely determined within the model \ (up to an unknown ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], "). ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], " may be obtained as" }], "Text"], Cell[BoxData[ FormBox[ RowBox[{\(P(g | \[Sigma])\), "=", "\[AlignmentMarker]", RowBox[{ RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P(g | f)\), \(P(f | \[Sigma])\)}]}], "\[IndentingNewLine]", "=", "\[AlignmentMarker]", \(\(1\/\(det(\[Pi]\ M)\)\) e\^\(\(-g\^\[Dagger]\) \(M\^\(-1\)\) g\)\)}]}], TraditionalForm]], "NumberedEquation", TextAlignment->AlignmentMarker], Cell[TextData[{ ButtonBox["Equation", ButtonData:>"Eq:4", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:4"], ") then leads to" }], "Text"], Cell[BoxData[ \(TraditionalForm\`P(f | g, \[Sigma]) = \(1\/\(det(\[Pi]\ C)\)\) e\^\(\(-\((f - f\&_)\)\^\[Dagger]\) \(\(C\^\(-1\)\)(f - f\&_)\)\)\)], \ "NumberedEquation", CellTags->"Eq:6"], Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`f\&_\)]], " is the maximum a posteriori probability (MAP) estimate of ", Cell[BoxData[ \(TraditionalForm\`f\)]], " given that both ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " and ", Cell[BoxData[ \(TraditionalForm\`g\)]], " are known. Conventionally, it is the quantity that is displayed as the \ super-resolved version of the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], ". However, ", Cell[BoxData[ \(TraditionalForm\`P(f | g, \[Sigma])\)]], " itself is the full solution to the inverse object field problem - ", Cell[BoxData[ \(TraditionalForm\`f\&_\)]], " does not contain all the information that is present in ", Cell[BoxData[ \(TraditionalForm\`P(f | g, \[Sigma])\)]], "." }], "Text"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " The inverse cross section problem" }], "Section", CellTags->"Sect:3"], Cell[TextData[{ "In this section we shall attempt to solve the inverse problem of \ recovering the underlying cross section ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " (rather than the object field ", Cell[BoxData[ \(TraditionalForm\`f\)]], ") directly from the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], ". Physically, ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " is more relevant than ", Cell[BoxData[ \(TraditionalForm\`f\)]], " for solving the inverse problem of identifying what the image data \ represents." }], "Text"], Cell["\<\ Solve the inverse cross section problem by introducing Bayes theorem in the \ form\ \>", "Text"], Cell[BoxData[ \(TraditionalForm\`P(\[Sigma] | g) = \(\(P(g | \[Sigma])\) \(P(\[Sigma])\)\)\/\(P(g)\)\)], \ "NumberedEquation", CellTags->"Eq:7"], Cell[TextData[{ "Prior knowledge of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " is introduced via the ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], " factor, and the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], " is introduced via the factor ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], ". Whilst we can use the imaging model to specify ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], " uniquely, we cannot do the same for ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], ". Prior knowledge of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " requires an extension of the model to specify a probability measure over \ cross sections." }], "Text"], Cell[TextData[{ "We shall now address ourselves to maximising the \"likelihood\" ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], " that the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], " could arise from a cross section ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], ". This is equivalent to maximising the posterior distribution ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma] | g)\)]], " in ", ButtonBox["equation", ButtonData:>"Eq:7", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:7"], ") subject to the constraint that ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], " is constant. Thus define the log-likelihood ratio ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " as" }], "Text", CellTags->"Ed:Change1"], Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g) \[Congruent] log[\(P(g | \[Sigma]\^\[Prime])\)\/\(P(g | \[Sigma])\)]\)], \ "NumberedEquation", SpanMaxSize->Infinity, CellTags->"Eq:8"], Cell[TextData[{ "We wish to maximise ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " with respect to ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], "." }], "Text"], Cell[TextData[{ "Use Jensen's inequality for convex functions to simplify ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " as follows" }], "Text"], Cell[BoxData[ FormBox[ RowBox[{\(L(\[Sigma]\^\[Prime], \[Sigma]; g)\), "=", "\[AlignmentMarker]", RowBox[{ RowBox[{"log", "[", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(\(\(P(g | f)\) \(P(f | \[Sigma]\^\[Prime])\)\)\/\(P( g | \[Sigma])\)\)}]}], "]"}], "\[IndentingNewLine]", "=", "\[AlignmentMarker]", RowBox[{ RowBox[{"log", "[", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P( f | g, \[Sigma])\), \(\(\(P(g | f)\) \(P( f | \[Sigma]\^\[Prime])\)\)\/\(\(P( f | g, \[Sigma])\) \(P(g | \[Sigma])\)\)\)}]}], "]"}], "\[IndentingNewLine]", "=", "\[AlignmentMarker]", RowBox[{ RowBox[{"log", "[", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P( f | g, \[Sigma])\), \(\(P( f | \[Sigma]\^\[Prime])\)\/\(P( f | \[Sigma])\)\)}]}], "]"}], "\[IndentingNewLine]", "\[GreaterEqual]", "\[AlignmentMarker]", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P( f | g, \[Sigma])\), \(log[\(P(f | \[Sigma]\^\[Prime])\)\/\ \(P(f | \[Sigma])\)]\)}]}], "\[IndentingNewLine]", "\[Congruent]", "\[AlignmentMarker]", \(\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)}]}]}]}], TraditionalForm]], "NumberedEquation", TextAlignment->AlignmentMarker, SpanMaxSize->Infinity, CellTags->"Eq:9"], Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`P(f | g, \[Sigma])\)]], " is given in ", ButtonBox["equation", ButtonData:>"Eq:6", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:6"], "), and ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma])\)]], " (and hence ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma]\^\[Prime])\)]], ") is given in ", ButtonBox["equation", ButtonData:>"Eq:2", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:2"], "). ", ButtonBox["Equation", ButtonData:>"Eq:9", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:9"], ") provides a greatest lower bound ", Cell[BoxData[ \(TraditionalForm\`\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " for ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], ". We shall investigate the consequences of maximising ", Cell[BoxData[ \(TraditionalForm\`\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " instead of ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], "." }], "Text", CellTags->"Ed:Change2"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " ", "Maximising ", Cell[BoxData[ FormBox[ StyleBox[\(\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\), FontWeight->"Plain"], TraditionalForm]]] }], "Section", CellTags->"Sect:4"], Cell[TextData[{ "Maximising ", Cell[BoxData[ \(TraditionalForm\`\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " with respect to ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], " is equivant to maximising ", Cell[BoxData[ \(TraditionalForm\`\(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \ \[Sigma]; g)\)]], " with respect to ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], ", where" }], "Text"], Cell[BoxData[ FormBox[ RowBox[{\(\(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\), "\[Congruent]", RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P(f | g, \[Sigma])\), \(log[ P(f | \[Sigma]\^\[Prime])]\)}]}]}], TraditionalForm]], "NumberedEquation", CellTags->"Eq:10"], Cell[TextData[{ "This simplification takes advantage of the fact that ", Cell[BoxData[ \(TraditionalForm\`\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g) - \(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " does not depend on ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], "." }], "Text"], Cell[TextData[{ "The logarithm part of ", ButtonBox["equation", ButtonData:>"Eq:10", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:10"], ") is given by" }], "Text"], Cell[BoxData[ \(TraditionalForm\`log[ P(f | \[Sigma]\^\[Prime])] = \(-log[ det(\[Pi]\ \[Sigma]\^\[Prime])]\) - \(\(\(f\^\[Dagger]\)(\[Sigma]\ \^\[Prime])\)\^\(-1\)\) f\)], "NumberedEquation"], Cell[TextData[{ ButtonBox["Equation", ButtonData:>"Eq:10", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:10"], ") depends on two separate integrals" }], "Text"], Cell[BoxData[{ FormBox[ RowBox[{ RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P(f | g, \[Sigma])\), \(log[ det(\[Pi]\ \[Sigma]\^\[Prime])]\)}]}], "=", "\[AlignmentMarker]", \(log[det \((\[Pi]\ \[Sigma]\^\[Prime])\)]\)}], TraditionalForm], "\n", FormBox[ RowBox[{ RowBox[{"\[Integral]", RowBox[{ StyleBox[ RowBox[{"d", StyleBox["f", FontSlant->"Italic"]}]], " ", \(P( f | g, \[Sigma])\), \ \(\(\(f\^\[Dagger]\)(\[Sigma]\^\[Prime])\)\^\(-1\)\), "f"}]}], "=", "\[AlignmentMarker]", \(tr[\(\((\[Sigma]\^\[Prime])\)\^\(-1\)\) C] + \(\(\(f\&_\^\[Dagger]\) \((\[Sigma]\^\[Prime])\)\)\^\(-1\)\ \) f\&_\)}], TraditionalForm]}], "NumberedEquation", TextAlignment->AlignmentMarker, CellTags->"Eq:12"], Cell[TextData[{ "We wish to find the stationary point of ", Cell[BoxData[ \(TraditionalForm\`\(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \ \[Sigma]; g)\)]], ", so we shall differentiate the terms in ", ButtonBox["equation", ButtonData:>"Eq:12", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:12"], ") with respect to ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], ". Thus " }], "Text"], Cell[BoxData[{ \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\(\[Sigma]\&~\)\^\[Prime])\ \)\^\(-1\)\) log[det(\[Pi]\ \[Sigma]\^\[Prime])] = \[AlignmentMarker]\(-\[Sigma]\^\ \[Prime]\)\), "\n", \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\(\[Sigma]\&~\)\^\[Prime])\ \)\^\(-1\)\) tr[\(\((\[Sigma]\^\[Prime])\)\^\(-1\)\) C] = \[AlignmentMarker]C\), "\n", \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\(\[Sigma]\&~\)\^\[Prime])\ \)\^\(-1\)\) \(\(\(f\&_\^\[Dagger]\)(\[Sigma]\^\[Prime])\)\^\(-1\)\) f\&_ = \[AlignmentMarker]\(f\&_\) f\&_\^\[Dagger]\)}], "NumberedEquation", TextAlignment->AlignmentMarker, CellTags->"Eq:13"], Cell[TextData[{ "where ", Cell[BoxData[ \(TraditionalForm\`\(\[Sigma]\&~\)\^\[Prime]\)]], " is the transpose of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], "." }], "Text"], Cell[TextData[{ "Now combine the results in ", ButtonBox["equation", ButtonData:>"Eq:12", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:12"], ") and ", ButtonBox["equation", ButtonData:>"Eq:13", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:13"], ") to obtain" }], "Text"], Cell[BoxData[ \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\(\[Sigma]\&~\)\^\[Prime])\ \)\^\(-1\)\) \(\(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\) = \[Sigma]\^\[Prime] - C - \(f\&_\) f\&_\^\[Dagger]\)], "NumberedEquation", CellTags->"Eq:14"], Cell["\<\ Setting this derivative to zero yields the stationarity condition\ \>", "Text"], Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime] = \(f\&_\) f\&_\^\[Dagger] + C\)], "NumberedEquation", CellTags->"Eq:15"], Cell[TextData[{ "where we have used the definition where ", Cell[BoxData[ \(TraditionalForm\`C\^\(-1\)\)]], " is the covariance of the posterior distribution ", Cell[BoxData[ \(TraditionalForm\`P(f | g, \[Sigma])\)]], " defined in ", ButtonBox["equation", ButtonData:>"Eq:3", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:3"], "). Because ", Cell[BoxData[ \(TraditionalForm\`C\)]], " is a covariance matrix (see ", ButtonBox["equation", ButtonData:>"Eq:6", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:6"], ")), its diagonal elements are non-negative - we shall use this result \ below. ", ButtonBox["Equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") determines the ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], " that maximises ", Cell[BoxData[ \(TraditionalForm\`\(L\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " in ", ButtonBox["equation", ButtonData:>"Eq:9", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:9"], "), and thus maximises the greatest lower bound of ", Cell[BoxData[ \(TraditionalForm\`L(\[Sigma]\^\[Prime], \[Sigma]; g)\)]], " defined in ", ButtonBox["equation", ButtonData:>"Eq:8", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:8"], "). ", ButtonBox["Equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") can be used iteratively to improve one's estimate of the ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " that maximises the likelihood ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], " that data ", Cell[BoxData[ \(TraditionalForm\`g\)]], " could arise from cross section ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], ". In ", ButtonBox["equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") note that the data ", Cell[BoxData[ \(TraditionalForm\`g\)]], " influences ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], " only via the ", Cell[BoxData[ \(TraditionalForm\`\(f\&_\) f\&_\^\[Dagger]\)]], " term." }], "Text"], Cell[TextData[{ "Application of ", ButtonBox["equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") to ", StyleBox["all", FontSlant->"Italic"], " components of the matrix ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " is inappropriate if we wish to impose the condition that ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " remains diagonal. The diagonal condition guarantees that ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma])\)]], " gives rise to ", Cell[BoxData[ \(TraditionalForm\`f\)]], " whose components are uncorrelated. 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", ButtonBox["Equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") thus determines how the diagonal elements ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\^\[Prime]\)]], " of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], " depend on the diagonal elements ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\)]], " of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], "." }], "Text"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " The case of ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distributed data" }], "Section", CellTags->"Sect:5"], Cell[TextData[{ "In this section we shall introduce prior knowledge ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], " by maximising the full posterior distribution ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma] | g)\)]], " of ", ButtonBox["equation", ButtonData:>"Eq:7", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:7"], "), rather than the likelihood ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], ". The analysis of ", ButtonBox["\[Section]", ButtonData:>"Sect:3", ButtonStyle->"Hyperlink"], CounterBox["Section", "Sect:3"], " may easily be extended to obtain an appropriate lower bound that should \ be maxirnised" }], "Text"], Cell[BoxData[ \(TraditionalForm\`\(\(L\^\[DoublePrime]\)\_lb\)(\[Sigma]\^\[Prime], \ \[Sigma]; g) \[Congruent] \(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g) + log[P(\[Sigma]\^\[Prime])]\)], "NumberedEquation"], Cell[TextData[{ "where ", Cell[BoxData[ \(TraditionalForm\`\(\(L\^\[Prime]\)\_lb\)(\[Sigma]\^\[Prime], \ \[Sigma]; g)\)]], " is defined in", " ", ButtonBox["equation", ButtonData:>"Eq:10", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:10"], ")", "." }], "Text"], Cell[TextData[{ "We wish to find the stationary point of ", Cell[BoxData[ \(TraditionalForm\`\(\(L\^\[DoublePrime]\)\_lb\)(\[Sigma]\^\[Prime], \ \[Sigma]; g)\)]], ", so we need to introduce a prior knowledge model ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], ". A popular model in the radar literature is to assume that the components \ ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\)]], " of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\)]], " are distributed independently according to a ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distribution" }], "Text"], Cell[BoxData[ \(TraditionalForm\`P(\[Sigma]\_i | a, \[Nu]) = \(\[Sigma]\_i\%\(\[Nu] - \ 1\)\/\(\(\[CapitalGamma](\[Nu])\) a\^\[Nu]\)\) e\^\(-\(\[Sigma]\_i\/a\)\)\)], "NumberedEquation"], Cell[TextData[{ "where ", Cell[BoxData[ \(TraditionalForm\`a\)]], " is a \"scale parameter\", and ", Cell[BoxData[ \(TraditionalForm\`\[Nu]\)]], " is an \"order parameter\". These parameters make the class of ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distributions flexible: use ", Cell[BoxData[ \(TraditionalForm\`a\)]], " to determine the overall scale of cross section, and use ", Cell[BoxData[ \(TraditionalForm\`\[Nu]\)]], " to determine the \"spikiness\" of the cross section distribution. Some \ useful properties of uncorrelated ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distibutions are" }], "Text"], Cell[BoxData[{ \(TraditionalForm\`\[LeftAngleBracket]\((\[Sigma]\_i)\)\^n\ \[RightAngleBracket] = \[AlignmentMarker]\(\(a\^n\)( n + \[Nu] - 1)\) \((n + \[Nu] - 2)\)\ \[CenterEllipsis]\ \((\[Nu] + 1)\) \[Nu]\), "\n", \(TraditionalForm\`lim\+\(n\[LongRightArrow]\[Infinity]\)P(\[Sigma]\_i | a, \[Nu]) = \[AlignmentMarker]\(\[Delta](\[Sigma]\_i - a\ \[Nu])\)\ \ \ \ \ \ \ \ \ \ \((a\ \[Nu]\ held\ constant)\)\), \ "\n", \(TraditionalForm\`P(\[Sigma]\_i | a, 1) = \[AlignmentMarker]\(1\/a\) e\^\(-\(\[Sigma]\_i\/a\)\)\)}], "NumberedEquation", TextAlignment->AlignmentMarker], Cell[TextData[{ "The ", Cell[BoxData[ \(TraditionalForm\`n\[LongRightArrow]\[Infinity]\)]], " limit constrains ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\)]], " to only one permitted value (i.e. ", Cell[BoxData[ \(TraditionalForm\`a\ \[Nu]\)]], "). A ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distributed ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], " folded together with a Gaussian distributed ", Cell[BoxData[ \(TraditionalForm\`P(f | \[Sigma])\)]], " (as in ", ButtonBox["equation", ButtonData:>"Eq:2", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:2"], ")) produce a ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distribution for each component of the modulus squared scattered field ", Cell[BoxData[ \(TraditionalForm\`\[LeftBracketingBar]f\_i\[RightBracketingBar]\^2\)]],\ " [", ButtonBox["7", ButtonData:>"Ref:JakemanPusey1976", ButtonStyle->"Hyperlink"], ", ", ButtonBox["8", ButtonData:>"Ref:Ward1981", ButtonStyle->"Hyperlink"], "]. However, note that we use the full complex data to perform \ super-resolution." }], "Text", CellTags->"Ed:Change3"], Cell[TextData[{ "The joint probability of the whole set of ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\)]], " is" }], "Text"], Cell[BoxData[ \(TraditionalForm\`P(\[Sigma] | a, \[Nu]) = \[Product]\+i P(\[Sigma]\_i | a, \[Nu])\)], "NumberedEquation"], Cell["whence", "Text"], Cell[BoxData[ \(TraditionalForm\`log[ P(\[Sigma] | a, \[Nu])] = \((\[Nu] - 1)\) \(\[Sum]\+i log[\[Sigma]\_i\^\[Prime]]\) - \(1\/a\) \(\[Sum]\+i \[Sigma]\_i\ \^\[Prime]\) + constant\)], "NumberedEquation"], Cell[TextData[{ "Differentiate this with respect to ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\^\[Prime]\)]], " to yield" }], "Text"], Cell[BoxData[ \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\[Sigma]\_i\^\[Prime])\)\^\ \(-1\)\) log[ P(\[Sigma] | a, \[Nu])] = \(-\((\[Nu] - 1)\)\) \[Sigma]\_i\^\[Prime] + \(1\/a\) \((\[Sigma]\_i\^\ \[Prime])\)\^2\)], "NumberedEquation"], Cell[TextData[{ ButtonBox["Equation", ButtonData:>"Eq:14", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:14"], ") should now be replaced by" }], "Text"], Cell[BoxData[ \(TraditionalForm\`\(\[PartialD]\/\[PartialD]\((\[Sigma]\_i\^\[Prime])\)\^\ \(-1\)\) \(\(\(L\^\[DoublePrime]\)\_lb\)(\[Sigma]\^\[Prime], \[Sigma]; g)\) = \(\([\)\(\[Sigma]\_i\^\[Prime] - C\_\(i, i\) - \[LeftBracketingBar]f\&_\[RightBracketingBar]\_i\%2\)\ \(]\)\) + \(\([\)\(\(-\((\[Nu] - 1)\)\) \[Sigma]\_i\^\[Prime] + \(1\/a\) \((\[Sigma]\_i\^\ \[Prime])\)\^2\)\(]\)\)\)], "NumberedEquation"], Cell[TextData[{ "where we have grouped separately (in square brackets) the terms that arise \ from ", Cell[BoxData[ \(TraditionalForm\`P(g | \[Sigma])\)]], " and those that arise from ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], ". Setting this derivative to zero yields the stationarity condition in the \ form of a quadratic equation in ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\^\[Prime]\)]] }], "Text"], Cell[BoxData[ \(TraditionalForm\`\((\[Sigma]\_i\^\[Prime])\)\^2 + a\ \((2 - \[Nu])\) \((\[Sigma]\_i\^\[Prime])\) - a\ \((C\_\(i, i\) + \ \[LeftBracketingBar]f\&_\[RightBracketingBar]\_i\%2)\) = 0\)], "NumberedEquation", CellTags->"Eq:23"], Cell[TextData[{ "This generalises ", ButtonBox["equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ") to a case in which non-trivial prior knowledge has been used. ", ButtonBox["Equation", ButtonData:>"Eq:23", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:23"], ") must be solved separately for each ", Cell[BoxData[ \(TraditionalForm\`\[Sigma]\_i\^\[Prime]\)]], "." }], "Text"], Cell[TextData[{ "It is remarkable that the ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distribution model for ", Cell[BoxData[ \(TraditionalForm\`P(\[Sigma])\)]], " solves two separate problems at a stroke. It models one's prior knowledge \ of a radar cross section realistically. Furthermore, it leads to a simple \ re-estimation formula in the EM version of Bayesian super-resolution." }], "Text"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ CounterBox["Section"], " ", "Conclusions" }], "Section"], Cell[TextData[{ "We have shown how to use the EM method to justify an iterative Bayesian \ super-resolution algorithm. The re-estimation formula (", ButtonBox["equation", ButtonData:>"Eq:15", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:15"], ")) that emerges is similar, but more rigorously justified than, the one \ that appears in [", ButtonBox["2", ButtonData:>"Ref:DelvesPrydeLuttrell1988", ButtonStyle->"Hyperlink"], "]. We have extended the technique to the case of so-called ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distibuted data, and we have obtained a simple generalisation of the \ re-estimation formula (", ButtonBox["equation", ButtonData:>"Eq:23", ButtonStyle->"Hyperlink"], " (", CounterBox["NumberedEquation", "Eq:23"], ")) in this case." }], "Text"], Cell[TextData[{ "These results, especially the case of ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distributed data, extend the applicability of Bayesian super-resolution. \ Any situation in which the underlying cross section is ", Cell[BoxData[ \(TraditionalForm\`\[CapitalGamma]\)]], "-distributed, and which is illuminated coherently to produce a scattered \ field (whose intensity statistics are ", Cell[BoxData[ FormBox[ StyleBox["K", FontSlant->"Plain"], TraditionalForm]]], "-distributed), and which is coherently imaged using a linear imaging \ system (i.e. obeying the principle of superposition), is a candidate for the \ super-resolution method that we have presented in this paper." }], "Text"] }, Closed]], Cell[CellGroupData[{ Cell["References", "Section"], Cell[TextData[{ "[1] Dempster A P, Laird N M and Rubin D B, 1977, Maximum likelihood from \ incomplete data via the EM algorithm, ", StyleBox["J. Roy. Statist. Soc. Ser. B", FontSlant->"Italic"], ", ", StyleBox["39", FontWeight->"Bold"], ", 1-37" }], "Reference", CellTags->"Ref:DempsterLairdRubin1977"], Cell[TextData[{ Cell[TextData[{ " ", ButtonBox["OPEN", ButtonData:>{ URL[ "http://www.luttrell.org.uk/papers/sr_alg/sr_alg.nb"], None}, Active->True, ButtonStyle->"Hyperlink"], " " }]], "[2] Delves L M, Pryde G C and Luttrell S P, 1988, A super-resolution \ algorithm for SAR images, ", StyleBox["Inverse Problems", FontSlant->"Italic"], ", ", StyleBox["4", FontWeight->"Bold"], ", 681-703" }], "Reference", CellTags->"Ref:DelvesPrydeLuttrell1988"], Cell[TextData[{ Cell[TextData[{ " ", ButtonBox["OPEN", ButtonData:>{ URL[ "http://www.luttrell.org.uk/papers/invcross/invcross.nb"], None}, Active->True, ButtonStyle->"Hyperlink"], " " }]], "[3] Luttrell S P, 1989, The inverse cross section problem for complex \ data, ", StyleBox["Inverse Problems", FontSlant->"Italic"], ", ", StyleBox["5", FontWeight->"Bold"], ", 35-50" }], "Reference", CellTags->"Ref:Luttrell1989"], Cell[TextData[{ Cell[TextData[{ " ", ButtonBox["OPEN", ButtonData:>{ URL[ "http://www.luttrell.org.uk/papers/ble/ble.nb"], None}, Active->True, ButtonStyle->"Hyperlink"], " " }]], "[4] Luttrell S P, 1985, Prior knowledge and object reconstruction using \ the best linear estimate technique, ", StyleBox["Opt. Acta", FontSlant->"Italic"], ", ", StyleBox["32", FontWeight->"Bold"], ", 703-716" }], "Reference", CellTags->"Ref:Luttrell1985"], Cell[TextData[{ Cell[TextData[{ " ", ButtonBox["OPEN", ButtonData:>{ URL[ "http://www.luttrell.org.uk/papers/priorsar/priorsar.nb"], None}, Active->True, ButtonStyle->"Hyperlink"], " " }]], "[5] Luttrell S P and Oliver C J, 1986, Prior knowledge in synthetic \ aperture radar processing, ", StyleBox["J. Phys. D: Appl. Phys.", FontSlant->"Italic"], ", ", StyleBox["19", FontWeight->"Bold"], ", 333-356" }], "Reference", CellTags->"Ref:LuttrellOliver1986"], Cell[TextData[{ Cell[TextData[{ " ", ButtonBox["OPEN", ButtonData:>{ URL[ "http://www.luttrell.org.uk/papers/bayessup/bayessup.nb"], None}, Active->True, ButtonStyle->"Hyperlink"], " " }]], "[6] Luttrell S P, 1990, The theory of Bayesian super-resolution of \ coherent images: a review, ", StyleBox["Int. J. Remote Sensing", FontSlant->"Italic"], ", to appear" }], "Reference", CellTags->"Ref:Luttrell1990"], Cell[TextData[{ "[7] Jakeman B and Pusey P N, 1976, A model for non-Rayleigh sea echo, ", StyleBox["IEEE Trans. Antenn. Propag.", FontSlant->"Italic"], ", ", StyleBox["24", FontWeight->"Bold"], "(6), 806-814" }], "Reference", CellTags->"Ref:JakemanPusey1976"], Cell[TextData[{ "[8] Ward K D, 1981, Compound representation of high resolution sea \ clutter, ", StyleBox["Electronics Letters", FontSlant->"Italic"], ", ", StyleBox["17", FontWeight->"Bold"], "(16), 561-563" }], "Reference", CellTags->"Ref:Ward1981"] }, Closed]] }, Open ]] }, FrontEndVersion->"5.0 for Microsoft Windows", ScreenRectangle->{{0, 1280}, {0, 941}}, WindowToolbars->{}, WindowSize->{665.375, 641}, WindowMargins->{{307.25, Automatic}, {Automatic, 50}}, Magnification->1, StyleDefinitions -> "Report.nb" ] (******************************************************************* Cached data follows. 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