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Kalman Filtering and Expectation Maximization for Multitemporal Spectral Unmixing

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The recent evolution of hyperspectral imaging technology and the proliferation of new emerging applications press for the processing of multiple temporal hyperspectral images. In this work, we propose a novel… Click to show full abstract

The recent evolution of hyperspectral imaging technology and the proliferation of new emerging applications press for the processing of multiple temporal hyperspectral images. In this work, we propose a novel spectral unmixing (SU) strategy using physically motivated parametric endmember (EME) representations to account for temporal spectral variability. By representing the multitemporal mixing process using a state-space formulation, we are able to exploit the Bayesian filtering machinery to estimate the EME variability coefficients. Moreover, by assuming that the temporal variability of the abundances is small over short intervals, an efficient implementation of the expectation–maximization (EM) algorithm is employed to estimate the abundances and the other model parameters. Simulation results indicate that the proposed strategy outperforms state-of-the-art multi-temporal SU (MTSU) algorithms.

Keywords: expectation maximization; filtering expectation; spectral unmixing; kalman filtering

Journal Title: IEEE Geoscience and Remote Sensing Letters
Year Published: 2022

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