Block-diagonal representations for covariance-based anomalous change detectors
- Los Alamos National Laboratory
We use singular vectors of the whitened cross-covariance matrix of two hyper-spectral images and the Golub-Kahan permutations in order to obtain equivalent tridiagonal representations of the coefficient matrices for a family of covariance-based quadratic Anomalous Change Detection (ACD) algorithms. Due to the nature of the problem these tridiagonal matrices have block-diagonal structure, which we exploit to derive analytical expressions for the eigenvalues of the coefficient matrices in terms of the singular values of the whitened cross-covariance matrix. The block-diagonal structure of the matrices of the RX, Chronochrome, symmetrized Chronochrome, Whitened Total Least Squares, Hyperbolic and Subpixel Hyperbolic Anomalous Change Detectors are revealed by the white singular value decomposition and Golub-Kahan transformations. Similarities and differences in the properties of these change detectors are illuminated by their eigenvalue spectra. We presented a methodology that provides the eigenvalue spectrum for a wide range of quadratic anomalous change detectors. Table I summarizes these results, and Fig. I illustrates them. Although their eigenvalues differ, we find that RX, HACD, Subpixel HACD, symmetrized Chronochrome, and WTLSQ share the same eigenvectors. The eigen vectors for the two variants of Chronochrome defined in (18) are different, and are different from each other, even though they share many (but not all, unless d{sub x} = d{sub y}) eigenvalues. We demonstrated that it is sufficient to compute SVD of the whitened cross covariance matrix of the data in order to almost immediately obtain highly structured sparse matrices (and their eigenvalue spectra) of the coefficient matrices of these ACD algorithms in the white SVD-transformed coordinates. Converting to the original non-white coordinates, these eigenvalues will be modified in magnitude but not in sign. That is, the number of positive, zero-valued, and negative eigenvalues will be conserved.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC52-06NA25396
- OSTI ID:
- 1018697
- Report Number(s):
- LA-UR-10-03930; LA-UR-10-3930; TRN: US201114%%290
- Resource Relation:
- Conference: Int'l Geoscience and Remote Sensing Symposium (IGARSS) ; July 25, 2010 ; Honolulu, HI
- Country of Publication:
- United States
- Language:
- English
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