next up previous
Next: A Non-iterative algorithm Up: eqns.html Previous: The Mixture Model

An Iterative Algorithm

A straightforward method to solve for the vector of proportions, would be

This is the constrained least-squares approach, and has the following closed form solution []

where :

In our experiments, we find that this estimator satisfies the sum to one constraint, but does not result in accurate estimates of . Therefore, we have developed an iterative algorithm that converges towards the least squares solution. This section discusses details of this algorithm.

The estimation error is given by

We attempt to minimize the squared error subject to the constraint that the proportions must sum to one. A Lagrangian formulation follows directly and the unconstrained minimization problem may be cast as

Minimize

We use the Newton-Raphson iterative approach to solve this minimization problem . Defining the variable z to be , the iterative step in this approach may be expressed as

where is the step size, is the Hessian matrix and is the gradient vector.

This algorithm yielded good estimates of f in experiments with synthetic as well as actual AVHRR imagery of a portion of the African continent. These results are discussed in section IV.



Generated by latex2html-95.1
Sat Jan 6 18:58:19 EST 1996