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Least squares parameter estimation in multiplicative noise models
Authors:Peiliang Xu  Seiichi Shimada
Institution:1. Res. Inst. Disaster Prevention Kyoto University , 611–0011, Kyoto, Japan , Uji pxu@rcep.dpri.kyoto-u.ac.jp;2. Division of Solid Earth , Natl. Res. Inst. Disaster Prevention , 305, Japan , Tsukuba, Ibaraki shimada@geo.bosai.go.jp
Abstract:A simple multiplicative noise model with a constant signal has become a basic mathematical model in processing synthetic aperture radar images. The purpose of this paper is to examine a general multiplicative noise model with linear signals represented by a number of unknown parameters. The ordinary least squares (LS) and weighted LS methods are used to estimate the model parameters. The biases of the weighted LS estimates of the parameters are derived. The biases are then corrected to obtain a second-order unbiased estimator, which is shown to be exactly equivalent to the maximum log quasi-likelihood estimation, though the quasi-likelihood function is founded on a completely different theoretical consideration and is known, at the present time, to be a uniquely acceptable theory for multiplicative noise models. Synthetic simulations are carried out to confirm theoretical results and to illustrate problems in processing data contaminated by multiplicative noises. The sensitivity of the LS and weighted LS methods to extremely noisy data is analysed through the simulated examples.
Keywords:multiplicative noise  least squares  bias analysis  quasi-likelihood
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