1796 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, …For interesting approaches in the field of...

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1796 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, NO. 7, JULY 2007 Bivariate Gamma Distributions for Image Registration and Change Detection Florent Chatelain, Jean-Yves Tourneret, Member, IEEE, Jordi Inglada, and André Ferrari Abstract—This paper evaluates the potential interest of using bivariate gamma distributions for image registration and change detection. The first part of this paper studies estimators for the parameters of bivariate gamma distributions based on the max- imum likelihood principle and the method of moments. The per- formance of both methods are compared in terms of estimated mean square errors and theoretical asymptotic variances. The mu- tual information is a classical similarity measure which can be used for image registration or change detection. The second part of the paper studies some properties of the mutual information for bi- variate Gamma distributions. Image registration and change de- tection techniques based on bivariate gamma distributions are fi- nally investigated. Simulation results conducted on synthetic and real data are very encouraging. Bivariate gamma distributions are good candidates allowing us to develop new image registration al- gorithms and new change detectors. Index Terms—Correlation coefficient, image change detection, image registration, maximum likelihood, multivariate gamma dis- tributions, mutual information. I. INTRODUCTION T HE univariate gamma distribution is uniquely defined in many statistical textbooks. However, extensions defining multivariate gamma distributions (MGDs) are more controver- sial. For instance, a full chapter of [1] is devoted to this problem (see also references therein). Most journal authors assume that a vector is distributed according to an MGD if the marginal distributions of are univariate gamma distribu- tions. However, the family of distributions satisfying this con- dition is very large. In order to reduce the size of the family of MGDs, S. Bar Lev, and P. Bernardoff recently defined MGDs by the form of their moment generating function or Laplace trans- forms [2], [3]. The main contribution of this paper is to eval- uate these distributions as candidates for image registration and change detection. Given two remote sensing images of the same scene , the reference, and , the secondary image, the registration problem can be defined as follows: determine a geometric transformation Manuscript received March 30, 2006; revised February 4, 2007. This work was supported in part by CNES under contract 2005/2561 and in part by the CNRS under MathSTIC Action 80/0244. The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Jacques Blanc-Talon. F. Chatelain and J.-Y. Tourneret are with IRIT/ENSEEIHT/TéSA, 31071 Toulouse cedex 7, France (e-mail: [email protected]; [email protected]). J. Inglada is with CNES, 31401 Toulouse cedex 9, France (e-mail: jordi. [email protected]). A. Ferrari is with LUAN, Université de Nice-Sophia-Antipolis, 06108 Nice cedex 2, France (e-mail: [email protected]). Digital Object Identifier 10.1109/TIP.2007.896651 which maximizes the correlation coefficient between image and the result of the transformation . A fine modeling of the geometric deformation is required for the estimation of the coordinates of every pixel of the reference image inside the sec- ondary image. The geometric deformation is modeled by local rigid displacements [4]. The key element of the image regis- tration problem is the estimation of the correlation coefficient between the images. This is usually done with an estimation window in the neighborhood of each pixel. In order to estimate the local rigid displacements with a good geometric resolution, one needs the smallest estimation window. However, this leads to estimations which may not be robust enough. In order to per- form high-quality estimations with a small number of samples, we propose to introduce a priori knowledge about the image sta- tistics. In the case of power radar images, it is well known that the marginal distributions of pixels are gamma distributions [5]. Therefore, MGDs seem good candidates for the robust estima- tion of the correlation coefficient between radar images. The change detection problem can be defined as follows. Consider two co-registered synthetic aperture radar (SAR) intensity images and acquired at two different dates and . Our objective is to produce a map representing the changes occurred in the scene between time and time . The final goal of a change detection analysis is to produce a binary map corresponding to the two classes: change and no change. The problem can be decomposed into two steps: 1) generation of a change image and 2) thresholding of the change image in order to produce the binary change map. The overall detection performance will depend on both, the quality of the change image and the quality of the thresholding. In this work, we choose to concentrate on the first step of the procedure, that is, the generation of an indicator of change for each pixel in the image. The change indicator can be obtained by computing the local correlation between both images, for each pixel position. For interesting approaches in the field of unsupervised change image thresholding, the reader can refer to the works of Bruz- zone and Fernández Prieto [6], [7], Bruzzone and Serpico [8], and Bazi et al. [9]. The change indicator can also be useful by itself. Indeed, the end user of a change map often wants, not only the binary information given after thresholding, but also an indicator of the change amplitude. In order to evaluate the quality of a change image independently of the choice of the thresholding algorithm, one can study the evolution of the probability of detection as a function of the probability of false alarm, when a sequence of constant thresholds is used for the whole image. As in the image registration problem, a small estimation window is required in order to obtain a high-resolu- tion detector, that is, a detector being able to identify changes 1057-7149/$25.00 © 2007 IEEE

Transcript of 1796 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, …For interesting approaches in the field of...

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1796 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, NO. 7, JULY 2007

Bivariate Gamma Distributions for ImageRegistration and Change Detection

Florent Chatelain, Jean-Yves Tourneret, Member, IEEE, Jordi Inglada, and André Ferrari

Abstract—This paper evaluates the potential interest of usingbivariate gamma distributions for image registration and changedetection. The first part of this paper studies estimators for theparameters of bivariate gamma distributions based on the max-imum likelihood principle and the method of moments. The per-formance of both methods are compared in terms of estimatedmean square errors and theoretical asymptotic variances. The mu-tual information is a classical similarity measure which can be usedfor image registration or change detection. The second part of thepaper studies some properties of the mutual information for bi-variate Gamma distributions. Image registration and change de-tection techniques based on bivariate gamma distributions are fi-nally investigated. Simulation results conducted on synthetic andreal data are very encouraging. Bivariate gamma distributions aregood candidates allowing us to develop new image registration al-gorithms and new change detectors.

Index Terms—Correlation coefficient, image change detection,image registration, maximum likelihood, multivariate gamma dis-tributions, mutual information.

I. INTRODUCTION

THE univariate gamma distribution is uniquely defined inmany statistical textbooks. However, extensions defining

multivariate gamma distributions (MGDs) are more controver-sial. For instance, a full chapter of [1] is devoted to this problem(see also references therein). Most journal authors assume that avector is distributed according to an MGD ifthe marginal distributions of are univariate gamma distribu-tions. However, the family of distributions satisfying this con-dition is very large. In order to reduce the size of the family ofMGDs, S. Bar Lev, and P. Bernardoff recently defined MGDs bythe form of their moment generating function or Laplace trans-forms [2], [3]. The main contribution of this paper is to eval-uate these distributions as candidates for image registration andchange detection.

Given two remote sensing images of the same scene , thereference, and , the secondary image, the registration problemcan be defined as follows: determine a geometric transformation

Manuscript received March 30, 2006; revised February 4, 2007. This workwas supported in part by CNES under contract 2005/2561 and in part by theCNRS under MathSTIC Action 80/0244. The associate editor coordinating thereview of this manuscript and approving it for publication was Dr. JacquesBlanc-Talon.

F. Chatelain and J.-Y. Tourneret are with IRIT/ENSEEIHT/TéSA,31071 Toulouse cedex 7, France (e-mail: [email protected];[email protected]).

J. Inglada is with CNES, 31401 Toulouse cedex 9, France (e-mail: [email protected]).

A. Ferrari is with LUAN, Université de Nice-Sophia-Antipolis, 06108 Nicecedex 2, France (e-mail: [email protected]).

Digital Object Identifier 10.1109/TIP.2007.896651

which maximizes the correlation coefficient between imageand the result of the transformation . A fine modeling of

the geometric deformation is required for the estimation of thecoordinates of every pixel of the reference image inside the sec-ondary image. The geometric deformation is modeled by localrigid displacements [4]. The key element of the image regis-tration problem is the estimation of the correlation coefficientbetween the images. This is usually done with an estimationwindow in the neighborhood of each pixel. In order to estimatethe local rigid displacements with a good geometric resolution,one needs the smallest estimation window. However, this leadsto estimations which may not be robust enough. In order to per-form high-quality estimations with a small number of samples,we propose to introduce a priori knowledge about the image sta-tistics. In the case of power radar images, it is well known thatthe marginal distributions of pixels are gamma distributions [5].Therefore, MGDs seem good candidates for the robust estima-tion of the correlation coefficient between radar images.

The change detection problem can be defined as follows.Consider two co-registered synthetic aperture radar (SAR)intensity images and acquired at two different dates and

. Our objective is to produce a map representing the changesoccurred in the scene between time and time . The finalgoal of a change detection analysis is to produce a binary mapcorresponding to the two classes: change and no change. Theproblem can be decomposed into two steps: 1) generation ofa change image and 2) thresholding of the change image inorder to produce the binary change map. The overall detectionperformance will depend on both, the quality of the changeimage and the quality of the thresholding. In this work, wechoose to concentrate on the first step of the procedure, that is,the generation of an indicator of change for each pixel in theimage. The change indicator can be obtained by computing thelocal correlation between both images, for each pixel position.For interesting approaches in the field of unsupervised changeimage thresholding, the reader can refer to the works of Bruz-zone and Fernández Prieto [6], [7], Bruzzone and Serpico [8],and Bazi et al. [9]. The change indicator can also be usefulby itself. Indeed, the end user of a change map often wants,not only the binary information given after thresholding, butalso an indicator of the change amplitude. In order to evaluatethe quality of a change image independently of the choice ofthe thresholding algorithm, one can study the evolution of theprobability of detection as a function of the probability of falsealarm, when a sequence of constant thresholds is used for thewhole image. As in the image registration problem, a smallestimation window is required in order to obtain a high-resolu-tion detector, that is, a detector being able to identify changes

1057-7149/$25.00 © 2007 IEEE

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CHATELAIN et al.: BIVARIATE GAMMA DISTRIBUTIONS FOR IMAGE REGISTRATION 1797

with a small spatial extent. Again, the introduction of a prioriknowledge through MGDs may improve the estimation accu-racy when a small number of samples is used.

This paper is organized as follows. Section II recalls someimportant results on MGDs. Section III studies estimators of theunknown parameters of a bivariate gamma distribution (BGD).These estimators are based on the classical maximum likelihoodmethod and method of moments. Section IV studies interestingproperties of the mutual information for BGDs. The applicationto image registration and change detection is discussed in Sec-tion V. Conclusions are finally reported in Section VI.

II. MULTIVARIATE GAMMA DISTRIBUTIONS

A. Definitions

A polynomial with respect to is affineif the one variable polynomial can be written

(for any ), where and are polynomialswith respect to the s with . A random vector

is distributed according to an MGD on withshape parameter and scale parameter (denoted as

) if its moment generating function (also called Laplacetransform) is defined as follows [3]:

(1)

where and is an affine polynomial. It is important tonote the following points.

• The affine polynomial has to satisfy appropriate condi-tions including . In the general case, determiningnecessary and sufficient conditions on the pair suchthat exist is a difficult problem. The reader is in-vited to look at [3] for more details.

• By setting for in (1), we obtain the Laplacetransform of , which is clearly a gamma distribution withshape parameter and scale parameter , where is thecoefficient of in .

A BGD corresponds to the particular case and is de-fined by its moment generating function

(2)

with the following conditions:

(3)

In the bidimensional case, (3) are necessary and sufficient con-ditions for (2) to be the moment generating function of a proba-bility distribution defined on . Note again that (2) impliesthat the marginal distributions of and are “gamma distri-butions” (denoted as and ) withthe following densities:

where is the indicator function defined on( if , else), for .Here, is the usual gamma function defined in [10, p. 255].

B. Bivariate Gamma pdf

Obtaining tractable expressions for the probability densityfunction (pdf) of a MGD defined by (1) is a challengingproblem. However, in the bivariate case, the problem is muchsimpler. Straightforward computations allow to obtain thefollowing density (see [1, p. 436] for a similar result)

where and is defined as follows:

(4)

Note that is related to the confluent hypergeometric func-tion (see [1, p. 462]).

C. BGD Moments

The Taylor series expansion of the Laplace transform canbe written

(5)

The moments of a BGD can be obtained by differentiating (5).For instance, the mean and variance of (denoted and

respectively) can be expressed as follows:

(6)

for 1, 2. Similarly, the covariance and correla-tion coefficient of a BGD can be easily computed

(7)

(8)

It is important to note that for a known value of , a BGD isfully characterized by which willbe denoted in the remaining of the paper. In-deed, and are obviously related by a one-to-onetransformation. Note also that the conditions (3) ensure that thecovariance and correlation coefficient of the couple areboth positive.

More computations allow to obtain a general formula for themoments , for , of a BGD

(9)where is the Pochhammer symbol defined by and

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for any integer (see [10, p. 256]). The mutual information ofa BGD is related to the moments of and for1, 2. Straightforward computations detailed in Appendices I andII yield the following results:

(10)

(11)

where is the digamma function and isthe Gauss’s hypergeometric function (see [10, pp. 555–566]).

III. PARAMETER ESTIMATION

This section addresses the problem of estimating theunknown parameter vector from independent vectors

, where is distributed ac-cording to a BGD with parameter vector . Note that theparameter is assumed to be known here, as in most practicalapplications. However, this assumption could be relaxed.

A. Maximum Likelihood Method

1) Principles: The maximum likelihood (ML) method canbe applied in the bivariate case since a closed-formexpression of the density is available.1 In this particular case,after removing the terms which do not depend on , the log-likelihood function can be written as follows:

(12)

where , andis the sample mean of for , 2. By differentiating thelog-likelihood with respect to , and , and by noting that

, the following set of equations is obtained:

(13)

(14)

where

(15)

The maximum likelihood estimators (MLEs) of and arethen easily obtained from these equations

(16)

1The problem is much more complicated in the general case where d > 2

since there is no tractable expression for the MGD density. In this case, thecoefficients of P can be estimated by maximizing an appropriate compositelikelihood criterion such as the pairwise log-likelihood. The reader is invited toconsult [11] for more details.

After replacing and by their MLEs in (14), we can easilyshow that the MLE of is obtained by computing the root

of the following function:

(17)

where

This is achieved by using a Newton–Raphson procedure initial-ized by the standard correlation coefficient estimator [definedin (25)]. The convergence of the Newton–Raphson procedure isgenerally obtained after few iterations.

2) Performance: The asymptotic properties of the MLestimators and can be easily derived from themoments of the univariate gamma distributions and

. These estimators are obviously unbiased, convergentand efficient. However, the performance of is more difficultto study. Of course, the MLE is known to be asymptoticallyunbiased and asymptotically efficient, under mild regularityconditions. Thus, the mean square error (MSE) of the estimatescan be approximated for large data records by the Cramér–Raolower bound (CRLB). For unbiased estimators, the CRLBs ofthe unknown parameters , and can be computed byinverting the Fisher information matrix, whose elements aredefined by

(18)

where . However this com-putation is difficult because of the term appearing in thelog-likelihood. In such situation, it is very usual to approximatethe expectations by using Monte Carlo methods. More specif-ically, this approach consists of approximating the elements ofthe Fisher information matrix as follows:

(19)

where is distributed according to the BGD of densityand is the number of Monte Carlo runs.

B. Method of Moments

1) Principles: This section briefly recalls the principle of themethod of moments. Consider a function andthe statistic of size defined as

(20)

where is usually chosen such that is composed of em-pirical moments. Denote as

(21)

The moment estimator of is constructed as follows:

(22)

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where . By considering the function

the following result is obtained:

(23)The unknown parameters can then be expressed asfunctions of . For instance, the fol-lowing relations are obtained:

(24)

yielding the standard estimators

(25)

2) Performance: The asymptotic performance of the esti-mator can be derived by imitating the results of [12] derivedin the context of time series analysis. A key point of these proofsis the assumption which is verified herein byapplying the strong law of large numbers to (20). As a result,the asymptotic MSE of can be derived

(26)

where is the Jacobian matrix of the vector at pointand

(27)

In the previous example, according to (24), isdefined as follows:

(28)

The partial derivatives of and with respect to ,are trivial. By denoting ,

those of can be expressed as

(29)

The elements of can be computed from the moments ofwhich are obtained by differentiating the Laplace trans-

form (2). The asymptotic MSEs (26) are then computed by using(9).

IV. MUTUAL INFORMATION FOR BGDs

Some limitations of the standard estimated correlation coef-ficient can be alleviated by using other similarity measures [4].These similarity measures include the well-known mutual infor-mation. The mutual information of a BGD of shape parameter

and scale parameter can be defined as fol-lows:

(30)where and are the marginal densities of thevector and is its joint pdf. This sectionshows that the mutual information of BGDs is related to the cor-relation coefficient by a one-to-one transformation. Interestingapproximations of this mutual information for andare also derived.

A. Numerical Evaluation of the Mutual Information

By replacing the densities , and bytheir analytical expressions, the following results can be ob-tained:

(31)

The first terms of can be easily expressed as afunction of by using the mean of a univariate gamma distribu-tion given in (6). The mutual information canthen be expressed as follows:

(32)

However, a simple closed-form expression forcannot be obtained, requiring to

use a numerical procedure for its computation.The numerical evaluation of can be significantly simplified

by noting that and have the same mutualinformation for any . Indeed, this property impliesthe following result:

(33)

where . As a consequence,can be computed by replacing

by , where . This expec-tation can be precomputed for all possible values of and for

, simplifying the numerical evaluation of .Moreover, it is interesting to note that (33) shows that the

mutual information and the correlation are related by aone-to-one transformation. Consequently, and should pro-vide similar performance for image registration and change de-

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tection. The advantage of using the mutual information will bediscussed later.

B. Approximations of the Mutual Information

The numerical evaluation of can be avoided for values ofclosed to 0 and 1 by using approximations. Indeed, the followingresults can be obtained:

1) : The second-order Taylor expansion ofaround can be written

(34)

where tends to 0, as . As a consequence, canbe approximated as follows:

(35)

By using (9), the mutual information can be finally approx-imated as follows:

(36)

2) : The Taylor expansion of around can bewritten

(37)

where tends to 0, as . As a consequence, can beapproximated as follows:

(38)

After replacing the means of , and de-rived in Appendices I and II, the following result can be ob-tained:

(39)Fig. 1 shows that the mutual information can be accuratelyapproximated by (36) and (39) for and . Thisfigure has been obtained with the parameters andwithout loss of generality (see discussion at the beginning of thissection).

V. APPLICATION TO IMAGE REGISTRATION

AND CHANGE DETECTION

This section explains carefully how BGDs can be used forimage registration and change detection. Theoretical results areillustrated by many simulations conducted with synthetic andreal data.

Fig. 1. Mutual information and its approximations for r ! 0 and r ! 1.

A. Synthetic Data

1) Generation: The generation of a vectordistributed according to a BGD has been performed as follows.

• Simulate independent multivariate Gaussian vectors ofdenoted as with means (0,0) and the fol-

lowing 2 2 covariance matrix:

• Compute the th component of as, where is the th component

of .By computing the Laplace transform of , it can be shownthat the two previous steps allow to generate random vectors

distributed according to a BGD whose marginaldistributions are univariate gamma distributionsand . Moreover, the correlation coefficient of

is equal to (the reader is invited to consultAppendix III for more details).

2) Estimation Performance: The first simulations comparethe performance of the method of moments with the ML methodas a function of . Note that the possible values of are

, where (more precisely). These values are appro-

priate for the image registration and change detection problems,as explained in the next sections. The number of Monte Carloruns is 1000 for all figures presented in this section. The otherparameters for this first example are , and

(1-Look images). Figs. 2 and 3 show the MSEs of the esti-mated correlation coefficient for two different correlation struc-tures ( and ). The circle curves correspond to theestimator of moments whereas the triangle curves correspondto the MLE. These figures show the interest of the ML method,which is much more efficient for this problem than the method ofmoments. The figures also show that the difference between thetwo methods is more significant for large values of the correla-tion coefficient . Note that the theoretical asymptotic MSEs ofboth estimators determined in (18) and (26) are also displayedin Figs. 2 and 3 (continuous lines). The theoretical MSEs areclearly in good agreement with the estimated MSEs, even forsmall values of . This is particularly true for large values of .

3) Detection Performance: We consider synthetic vectors(coming from 128 128 synthetic images)

distributed according to BGDs with andmodeling the presence and absence of changes, respectively.

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CHATELAIN et al.: BIVARIATE GAMMA DISTRIBUTIONS FOR IMAGE REGISTRATION 1801

Fig. 2. Log MSEs versus log(n) for parameter r(r = 0:2).

Fig. 3. Log MSEs versus log(n) for parameter r(r = 0:8).

The correlation coefficient of each bivariate vector(for ) is estimated from vectors

belonging to windows of size centeredaround the pixel of coordinates in the two analyzed im-ages. The following binary hypothesis test is then considered:

(40)

where is a threshold depending on the probability of falsealarm and is an estimator of the correlation coefficient (ob-tained from the method of moments or the maximum likelihoodprinciple). The performance of the change detection strategy(40) can be defined by the two following probabilities [13, p.34]

(41)

(42)

where and are the pdfs of under hypothesesand , respectively. Thus, for each value of , there exists

Fig. 4. ROCs for synthetic data for different window sizes. (a) n = 9 � 9;(b)n = 15 � 15; (c) n = 21� 21.

a pair . The curves of as a function of arecalled receiver operating characteristics (ROCs) [13, p. 38].

The ROCs for the change detection problem (40) are depictedin Fig. 4(a)–(c) for three different window sizes correspondingto . The ML estimator clearly outper-forms the moment estimator for these examples. However, it isinteresting to note that the two estimators have similar perfor-mances for large window sizes.

B. Application to Image Registration

This section studies an image registration technique based onBGDs. More precisely, consider two images whose pixels aredenoted and . Given the left image

, we propose the following basic three-step image registrationalgorithm.

• Step 1: Determine the search area in the right image .Here, we use images that have been previously registeredby a human operator using appropriate interactive soft-ware, a digital elevation model and geometrical sensormodels. The use of registered images allows us to validatethe results, since the expected shift between the images isequal to 0. For this experiment and without loss of gener-ality, the search area is reduced to a line (composed of tenpixels before and ten pixels after the pixel of interest).

• Step 2: For each pixel in the search area, estimate a sim-ilarity measure (correlation coefficient or mutual informa-tion) between and .

• Step 3: Select the pixel providing the largest similarity.This three-step procedure has been applied to a couple ofRadarsat 1-Look images acquired before and after the eruptionof the Nyiragongo volcano which occurred in January 2002.The Radarsat images are depicted in Fig. 5(a) (before eruption)

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1802 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, NO. 7, JULY 2007

Fig. 5. Radarsat images of the Nyiragongo volcano. (a) Before; (b) after;(c) mask.

and (b) (after eruption). Note that some changes due to theeruption can be clearly seen on the landing track for example.Fig. 5(c) indicates the pixels of the image which have beenaffected by the eruption (white pixels). This reference mapwas obtained by photo-interpreters—who used the same SARimages we are using—and ground truth elaborated by theUnited Nations Office for the Coordination of HumanitarianAffairs (OCHA) Humanitarian Information Center (HIC) onJanuary 27, 2002, that is, a few days after the eruption. Thisreference map was afterwards validated by a terrain mission.The types of change covered are: presence of a lava flow overold existing lava flows, damaged buildings (areas with differenttypes of habitat). The area of study does not include forest orareas of dense vegetation (see http://www.users.skynet.be/tech-naphot/webgomma/index.htm for some examples of damages).

Fig. 6(a)–(c) shows an average of the estimated corre-lation coefficients with errobars corresponding to

. These estimates have been com-puted for all black pixels which have not been affected by theeruption for different window sizes. More precisely, for everyblack pixel of the left figure, we consider a window of size

centered around . The same window isalso considered in the right picture around pixel . The correla-tion coefficient between the two pixels and is estimated byusing the couples of pixels located in theleft and right windows. This operation is repeated for differentcentral pixels belonging to the search area (i.e., the 21 pixelsof ),where is the shift between the right and left windows. Theresults are averaged over all black pixels displayed in the maskFig. 5(c). The estimated correlation coefficient is maximumwhen , or equivalently , i.e., when the left andright windows are centered at the same location. This resultindicates that the correlation coefficient can be efficiently usedfor image registration. Moreover, it is interesting to study howthe estimator selectivity (which can be defined as the relativeamplitude of the peak compared to that of the plateau) variesfrom one estimator to another and depends on the windowsize. In particular, the ML estimator provides a slightly betterselectivity than the estimator of moments. Note that the errobarsare very similar for the two estimators. Even if the different

Fig. 6. Averaged correlation coefficient estimates versus � for black pixels witherrorbars (ML: maximum likelihood estimator, moment: moment estimator) forNyiragongo images for several window sizes. (a) Window size n = 7 � 7;(b) window size n = 9� 9; (c) window size n = 15� 15.

methods provide similar results for image registration, it isimportant to note that the proposed framework allows one todefine an interesting joint distribution for the vector .This distribution might be used for other tasks as, for instance,joint image segmentation and classification of both data sets.

The same operation is conducted on a rectangular regioncomposed of white pixels of the mask Fig. 5(c) (which havebeen affected by the eruption) depicted in white in Fig. 5(a)and (b). The results presented in Fig. 7 clearly show that theestimated correlation coefficient is much smaller when com-puted on a region affected by the eruption (and also that thereis no peak which might be used for registration). This result isinteresting and can be used for detecting changes between thetwo images, as illustrated in the next section.

C. Application to Change Detection

This section considers two 1-Look images acquired at dif-ferent dates around Gloucester (U.K.) before and during a flood

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CHATELAIN et al.: BIVARIATE GAMMA DISTRIBUTIONS FOR IMAGE REGISTRATION 1803

Fig. 7. Averaged correlation coefficient estimates versus � for white pixels be-longing to the Nyiragongo images square region (ML: maximum likelihood es-timator; moment: moment estimator).

Fig. 8. Radarsat images of Gloucester before and after flood. (a) Before;(b) after; (c) mask.

(on September 9, 2000 and October 21, 2000 respectively). Theimages as well as a mask indicating the pixels affected by theflood are depicted in Fig. 8(a)–(c). The reference map Fig. 8(c)was obtained by photo-interpreters—who used the same SARimages we are using—and a reference map built from Landsatand SPOT data acquired one day after the radar image.

This section compares the performance of the followingchange detectors:

• the ratio edge detector which has been intensively used forSAR images [14], [15];

• the correlation change detector, where in (40) has beenestimated with the moment estimator (referred to as “Cor-relation Moment”);

• the correlation change detector, where in (40) has beenestimated with the ML method for BGDs (referred to as“Correlation ML”).

The ROCs for this change detection problem are shown inFig. 9(a)–(c) for different window sizes . The correlation MLdetector clearly provides the best results.

Fig. 9. ROCs for Gloucester images for different window sizes. (a) n = 9�9;(b) n = 15 � 15;; (c) n = 21� 21.

The last experiments illustrate the advantage of using the mu-tual information for change detection. Consider the followingchange detector based on the mutual information:

(43)

where is the estimated mutual information obtainedby numerical integration of (32). The ROCs obtained with thedetectors (40) and (43) are identical, reflecting the one-to-onetransformation between the parameters and . How-ever, the advantage of using the mutual information for changedetection is highlighted in Fig. 10, which shows the averageprobability of error (where

is the probability of nondetection) as a function of thethreshold for the change detectors (40) and (43). For a prac-tical application, it is important to choose a threshold forthese change detection problems. This choice can be governedby the value of the probability of error . Assume that weare interested in having a probability of error satisfying

. Fig. 10 indicates that there are clearly more values of thethreshold satisfying this condition for the curve “Mutualinformation” than for the curve “Correlation ML.” This remainstrue whatever the value of the maximum probability of error .Consequently, the threshold is easier to be adjusted with the de-tector based on the mutual information (43) than the detectorbased on the correlation coefficient (40).

VI. CONCLUSION

This paper studied the performance of image registration andchange detection techniques based on bivariate gamma distri-

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1804 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, NO. 7, JULY 2007

Fig. 10. Average probability of errorP = 1=2(P +P ) versus threshold� for Gloucester images for an estimation window of size n = 9� 9.

butions. Both methods required to estimate the correlation co-efficient between two images. Estimators based on the methodof moments and on the maximum likelihood principle werestudied. The asymptotic performance of both estimators was de-rived. The application to image registration and change detec-tion was finally investigated.

The results showed the interest of using prior informationabout the data. On the other hand, the method presented hereshould not be used for more general cases where the BGD modeldoes not hold. For these cases, the use of more general modelsas, for instance, copulas [16] or bivariate versions of the Pearsonsystem [1, pp. 6–9], should be studied.

APPENDIX IWHERE

The moment of can be determined by the simple changeof variable

(44)

APPENDIX IIAND ITS APPROXIMATION FOR WHERE

A. Computation

The moment of the random variable is derived fromthe probability density function of the bivariate vector

The definition of given in (4) yields

since

Here is the Gauss’s hypergeometric function (see [10, pp.555–566]) defined as

and is the Pochlammer symbol presented in Section II-C(note that for any integer and any real

). By using the following properties of Gauss’s hyperge-ometric functions.

1) The hypergeometric series converges if isnot a negative integer for complex numbers such that

or if .2) for

all of (see [10, p. 559]).The following results can be obtained

B. Approximation for

The following identity (Gauss’s hypergeometric theorem):

leads to

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CHATELAIN et al.: BIVARIATE GAMMA DISTRIBUTIONS FOR IMAGE REGISTRATION 1805

and to the following first-order Taylor expansion around :

where tends to 0, as . Using

for

the previous Taylor expansion can be written

Finally

APPENDIX IIIGENERATION OF SYNTHETIC DATA DISTRIBUTED

ACCORDING TO BGDs

This appendix shows that the vector where(where is the th component

of , with )is distributed according to a BGD whose marginals are Gammadistributions and and whose correla-tion coefficient is . By using the independence between vec-tors , the Laplace transform of evaluated at

can be written

where

By using the probability density function of a bivariate normaldistribution , the Laplace transform can be finally ex-pressed as

where is the identity matrix in dimension 2. According to thedefinition (2), the vector is distributed according to a BGDwith shape parameter and scale parameters ,

, . Property, (8) ensures that thecorrelation coefficient of is .

ACKNOWLEDGMENT

The authors would like to thank A. Crouzil and G. Letacfor fruitful discussions regarding image registration and mul-tivariate gamma distributions, respectively.

REFERENCES

[1] S. Kotz, N. Balakrishnan, and N. L. Johnson, Continuous MultivariateDistributions, 2nd ed. New York: Wiley, 2000, vol. 1.

[2] S. B. Lev, D. Bshouty, P. Enis, G. Letac, I. L. Lu, and D. Richards,“The diagonal natural exponential families and their classification,” J.Theoret. Probl., vol. 7, pp. 883–928, 1994.

[3] P. Bernardoff, “Which multivariate Gamma distributions are infinitelydivisible?,” Bernoulli, 2006.

[4] J. Inglada and A. Giros, “On the possibility of automatic multi-sensorimage registration,” IEEE Trans. Geosci. Remote Sens., vol. 42, no. 10,pp. 2104–2120, Oct. 2004.

[5] T. F. Bush and F. T. Ulaby, “Fading characteristics of panchromaticradar backscatter from selected agricultural targets,” NASA STI/ReconTech. Rep., Dec. 1973, vol. 75, p. 18460.

[6] L. Bruzzone and D. F. Prieto, “Automatic analysis of the differenceimage for unsupervised change detection,” IEEE Trans. Geosci. Re-mote Sens., vol. 38, no. 3, pp. 1171–1182, May 2000.

[7] L. Bruzzone and D. F. Prieto, “An adaptive parcel-based technique forunsupervised change detection,” Int. J. Remote Sens., vol. 21, no. 4, pp.817–822, 2000.

[8] L. Bruzzone and S. Serpico, “An iterative technique for the detection ofland-cover transitions in multitemporal remote-sensing images,” IEEETrans. Geosci. Remote Sens., vol. 35, no. 7, pp. 858–867, Jul. 1997.

[9] Y. Bazi, L. Bruzzone, and F. Melgani, “An unsupervised approachbased on the generalized Gaussian model to automatic change detec-tion in multitemporal SAR images,” IEEE Trans. Geosci. Remote Sens.,vol. 43, no. 4, pp. 874–887, Apr. 2005.

[10] M. Abramowitz and I. Stegun, Handbook of Mathematical Func-tions. New York: Dover, 1972.

[11] F. Chatelain and J.-Y. Tourneret, “Composite likelihood estimation formultivariate mixed poisson distributions,” presented at the IEEE Work-shop Statistical Signal Processing, Bordeaux, France, Jul. 2005.

[12] B. Porat and B. Friedlander, “Performance analysis of parameter esti-mation algorithms based on high-order moments,” Int. J. Adapt. Con-trol Signal Process., vol. 3, pp. 191–229, 1989.

[13] H. L. Van Trees, Detection, Estimation, and Modulation Theory: PartI. New York: Wiley, 1968.

[14] R. Touzi, A. Lopés, and P. Bousquet, “A statistical and geometricaledge detector for SAR images,” IEEE Trans. Geosci. Remote Sens.,vol. 26, no. 11, pp. 764–773, Nov. 1988.

[15] E. J. M. Rignot and J. J. van Zyl, “Change detection techniques forERS-1 SAR data,” IEEE Trans. Geosci. Remote Sens., vol. 31, no. 7,pp. 896–906, Jul. 1993.

[16] R. B. Nelsen, An Introduction to Copulas. New York: Springer-Verlag, 1999, vol. 139.

Florent Chatelain was born in Paris, France, in1981. He received the Eng. degree in computersciences and applied mathematics from ENSIMAG,Grenoble, France, and the M.Sc. degree in appliedmathematics from the University Joseph Fourierof Grenoble, both in June 2004. He is currentlypursuing the Ph.D. degree with the Signal andCommunication Group, IRIT Laboratory, Toulouse,France.

His research interests are centered around multi-variate statistics applied to image processing.

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1806 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 16, NO. 7, JULY 2007

Jean-Yves Tourneret (M’94) received the Ingénieurdegree in electrical engineering from the EcoleNationale Supérieure d’Electronique, d’Electrotech-nique, d’Informatique et d’Hydraulique, Toulouse(ENSEEIHT), France, and the Ph.D. degree from theNational Polytechnic Institute, Toulouse, in 1992.

He is currently a Professor with the University ofToulouse (ENSEEIHT). He is a member of the IRITLaboratory (UMR 5505 of the CNRS), where his re-search activity is centered around estimation, detec-tion, and classification of non-Gaussian and nonsta-

tionary processes.Dr. Tourneret was the Program Chair of the European Conference on Signal

Processing (EUSIPCO), which was held in Toulouse in 2002. He was also amember of the organizing committee for the International Conference on Acous-tics, Speech, and Signal Processing (ICASSP) held in Toulouse in 2006. Hehas been a member of different technical committees, including the Signal Pro-cessing Theory and Methods (SPTM) Committee of the IEEE Signal ProcessingSociety.

Jordi Inglada received the TelecommunicationsEngineer degree in 1997 from both the UniversitatPolitècnica de Catalunya, Catalunya, Spain, and theÉcole Nationale Supérieure des Télécommunica-tions de Bretagne, and the Ph.D. degree in signalprocessing and telecommunications in 2000 fromUniversité de Rennes 1, Rennes, France.

He is with the Centre National d’Études Spatiales,French Space Agency, Toulouse, France, working inthe field of remote sensing image processing. He isin charge of the development of image processing al-

gorithms for the operational exploitation of earth observation images, mainly inthe fields of image registration, change detection and object recognition.

André Ferrari was born in Senlis, France, on June2, 1964. He received the engineering degree fromÉcole Centrale de Lyon, Lyon, France, in 1988, theM.S. degree in 1989, and the Ph.D. from Universityof Nice Sophia-Antipolis (UNSA), France, in 1992,all in electrical and computer engineering.

From 1993 to 2005, he was an Associate Professorat UNSA. Since 2005, he has been a Professor atthe Astrophysics Laboratory, UNSA. His currentresearch interests are in modeling and data pro-cessing in statistical optics with a particular interest

in Astrophysics.