Parameter estimation for peaky altimetric waveforms

160. 180. MLE. Examples of altered altimetric waveforms. ... x(kTs) the kth data sample, Ts the sampling per- iod, erf(.) .... case-study of calm water contamination.
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Parameter estimation for peaky altimetric waveforms (1)

(1)

(1)

J.-Y. Tourneret , J. Severini , C. Mailhes

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and P. Thibaut

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University of Toulouse, IRIT-ENSEEIHT-T´eSA, Toulouse, France Collecte Localisation Satellite (CLS), Ramonville Saint-Agne, France

(2)

1. Introduction

2. Problem formulation

Altimetric waveforms contaminated by land returns, by summation of backscattered signals... 300 250

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where c is the light speed and σp2 is a known parameter.

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Model for peaky altimetric waveforms [2] Superposition of a Brown echo and a sum of Gaussian peaks

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Simplified Brown’s model parametrized by Pu, τ and σc, !# "   ασc2 2 kTs − τ − ασc Pu −α kTs−τ − 2 √ e 1 + erf xk = (1) 2 2σc where xk = x(kTs) the kth data sample, Ts the sampling period, erf(.) the Gaussian error function, α a known parameter. – Pu : amplitude – τ : epoch – σc related to the significant wave height SW H as follows 2  SW H 2 2 σc = σp + 2c

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3. Maximum likelihood estimation

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Examples of altered altimetric waveforms.

x ek = xk + pk

CNES/PISTACH project [4]

Peaks parametrized by – amplitudes A = (A1, ..., Aq ), – location parameters t = (t1, ..., tq ), – widths related to σ 2 = (σ12, ..., σq2 )

No closed-form expressions even for the MLE of θ B ☞ Iterative algorithms. MLE for Brown’s model (currently used) Quasi-Newton based recursive algorithm [1]

 −1 θ B(n + 1) = θ B(n) − µn BB T BD. where B = µn = 1.



1 ∂xk xk ∂θB,i

i=1,...3 , D =

k=1,...,N





xk −yk and xk k=1,...,N

MLE for Brown + Peak model using the following quasi-Newton T e eT e e BB BP e eT e eT

µn = 1.

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PB

!−1

e B e P

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PP     e = 1 ∂pk e = 1 ∂xk , P where B x ek ∂θB,i i=1,...3 x ek ∂θp,i i=1,...3q and

yk = x ek nk , k = 1, ..., N. where nk is the multiplicative speckle noise.

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θ(n + 1) = θ(n) − µn

Real altimetric waveforms from PISTACH project

4. Simulation results

Maximum likelihood estimator (MLE)  Obtained by differentiating the log-likelihood log f y; θ B; θ p with respect to the unknown parameters [3]     N L−1 N X  LN L  Y yk  yk   f y; θB; θ p = exp −L N L x ek x e [Γ (L)] k k=1 k=1

T  MLE of θ = θ TB , θ Tp recursion

Observed altimetric waveforms

☞ Particular interest in waveforms corrupted by the presence of peaks on their trailing edge. ☞ Specific attention to a single peak in this paper.

with θB = (Pu, τ, σc)T the Brown model parameter vector and θ p = (A, t, σ 2)T the peak parameter vector.

(2)

where xk has been defined in (1), and pk is the sum of q peaks " # q X (kTs − ti)2 Ai exp − pk = 2 2σ i i=1

How to estimate the corresponding altimeter parameters ?

 T Unknown parameter vector : θ = θ TB , θ Tp

k=1,...,N

k=1,...,N

5. Conclusions

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Synthetic altimetric waveforms defined in (2) with different peak characteristics (position, amplitude, width) and Pu = 160 τ = 32 SW H = 4.

Summary

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MLE (black) 150

– Estimation strategy based on MLE principle for Brown + peak model.

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MLE and MLE−peak on a peaky echo

MLE and MLE−peak on a Brown model

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MLE (in black)

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MLE−peak (red)

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Classes 6 (left) and 10 (right).

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MLE (in black) superimposed with MLE−peak (in read)

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Generalization

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– Multiple Gaussian peaks and other shapes of peaks.

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MLE and MLE−peak on a peaky echo

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MLE and MLE−peak on a peaky echo

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– Validation on simulated and real signals : this model improves parameter estimation for waveforms corrupted by peaks.

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– Validation using additional real datasets.

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Classes 13 (left) and 9 (right).

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MLE−peak (in red)

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References

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MLE (black) MLE and MLE−peak on a peaky echo

MLE and MLE−peak on a peaky echo

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1. Dumont, J.P. (1985). Estimation optimale des param`etres altim´etriques des signaux radar Pos´eidon. PhD thesis, Institut National Polytechnique (INP), Toulouse, France.

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Classes 13 (left) and 4 (right).

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MLE−peak (red)

Examples of simulated peaky altimetric waveforms.

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Pu MLE 156.45 MLE-peak 156.45 MLE 167.84 MLE-peak 157.82 MLE 162.17 MLE-peak 160.18

τ 31.99 31.98 32.36 32.11 32.2 32.16

SWH 4.26 4.25 4.57 3.81 3.58 3.53

Pu 167.65 159.34 169.44 161.87 177.93 158.33

τ 31.99 31.83 32.39 32.17 32.41 31.96

Corresponding estimated parameters.

SWH 3.71 3.49 5.08 4.58 4.82 3.8

MLE: algorithm has diverged

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2. G´omez-Enri, J., S. Vignudelli, G.D. Quartly, C.P. Gommenginger, P. Cipollini, P.G. Challenor and J. Benveniste (2009). Modeling ENVISAT RA-2 waveforms in the coastal zone : case-study of calm water contamination. 3rd Coastal Altimetry Workshop, Frascati (Italy).

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3. Kay S.M. (1993). Fundamentals of Statistical Signal Processing : Estimation Theory. Prentice Hall, Englewood Cliffs.

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Classes 3 (left) and 5 (right). MLE and MLE-peak for different waveforms from PISTACH project.

4. Thibaut, P. and J.C. Poisson (2008). Waveform Processing in PISTACH project. 2nd Coastal Altimetry Workshop, Pisa (Italy). 5. Walsh, E.J. (1982). Pulse-to-pulse correlation in satellite radar altimeters. Radio Science, 17(4) :786-800.