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analysis of clutter

Marco Frasca

#1

#

MBDA Italia S.p.A.

Seeker Division

Via Tiburtina km. 12,400

00131 Roma (Italy)

1

marco.frasca@mbda.it

Abstract—Fisher information matrix can be seen as the metric

of a Riemannian manifold, Fisher-Rao metric. As such it can be

evolved through Ricci ﬂow. For the case of the estimation of

two parameters, the two dimensional manifold is also conformal.

In this case we show that the Cramer-Rao bound is saturated

as a scalar function always exists that is a also a solution of

Liouville equation. This implies that in order to have an optimal

estimation of parameters one have to solve this equation. This

result can be extended in higher dimensions when the Fisher

information matrix can be cast into a similar form as for the two-

dimensional case and the estimator vector admits a potential ﬁeld.

Applications of this result are wide-ranging going from tracking

to control theory and clutter analysis. We present an example

for the analysis of sea clutter data.

I. INTRODUCTION

A far-reaching analogy has been drawn from Rao some

years ago [1] between differential geometry and statistics. Rao

attached to the Fisher information metric the meaning of a

metric to build a Riemannian geometry to a given manifold.

The target space is the parameter space of a given probability

distribution. This opened the ﬁeld to a clear understanding of

optimal estimation through techniques that were unusual to

statisticians and all other people working with statistics. Such

a deep link between so different areas of mathematics can have

a profound impact in a large body of our knowledge in such

a way that any advance in a ﬁeld has an immediate effect on

the other one.

Indeed, recently there has been a lot of relevant ﬁndings

in the area of differential geometry with the proof of the

Poincar´ e conjecture and Thurston geometrization conjecture

mostly due to the work of Hamilton and Perelman [2].

This fundamental area of research was started by Hamilton

proposing the equation of the Ricci ﬂow that describes the

evolution of the metric of a Riemannian manifold as a heat-

like equation. The aim of this paper is to show how such

ideas apply straightforwardly to the two dimensional parameter

space where, in this case, a fundamental symmetry makes

equations quite simple. Particularly, we are interested into

the ﬁxed point solutions of the Ricci ﬂow that grant optimal

estimators saturating Cramer-Rao bound. This opens a wealth

of applications.

We just point out here that application of these ideas in

the ﬁeld of tracking and target recognition has been proposed

before [3], [4] but our results are rather general and new and

with a wide-ranging possibilities of application and so worth-

while to be proposed for radar studies. As a sound example of

application we consider the case of the identiﬁcation, from a

set of data, of the proper probability distribution of sea clutter.

We will see as maximum likelihood gives identical results as

our approach as should be expected.

II. TWO DIMENSIONAL RIEMANNIAN GEOMETRY

In this section we give some relevant equations of a two-

dimensional Riemannian geometry. In this case the metric is

always a conformal one and can be written as

ds

2

= g

ik

dx

i

dx

k

(1)

being g

ik

= e

φ(x)

δ

ik

having implied Einstein summation

convention that repeated indices are summed over. With this

property we can write down the main equations of Riemannian

geometry for this case. We have the connection

Γ

k

ij

=

1

2

_

δ

k

j

∂

i

φ + δ

k

i

∂

j

φ −δ

ij

∂

k

φ

_

(2)

and the volume element

dV = e

φ

2

d

2

x. (3)

Ricci tensor is

R

ik

= −

1

2

e

−φ

∂

i

∂

i

φg

ik

(4)

and Ricci scalar

R = g

ik

R

ik

= −e

−φ

∂

i

∂

i

φ. (5)

In two dimensions the Laplacian, that is Δ

2

, for a generic

manifold becomes the Laplace-Beltrami operator and can be

written for a scalar function f

2

f = e

−φ

∂

i

∂

i

f = e

−φ

Δ

2

f. (6)

If we assume that the metric of the manifold can evolve in

time then Ricci ﬂow is deﬁned through the equation

∂g

ik

∂t

= −2R

ik

. (7)

978-2-87487-014-9 © 2009 EuMA 30 September - 2 October 2009, Rome, Italy

Proceedings of the 6th European Radar Conference

481

A class of interesting solutions for this equation are Einstein

manifolds. Einstein manifolds or Ricci solitons, being the same

in two dimensions, are given by

R

ik

=

Λ

2

g

ik

(8)

that are completely equivalent to the equation for the Ricci

scalar

R = Λ (9)

being Λ a constant. This can be rewritten as a Liouville

equation

∂

i

∂

i

φ + Λe

φ

= 0 (10)

that will enter in the main result of this paper.

In the following we will interchange freely the bold and

indices notation for vectors.

III. MAIN RESULT

It easy to show the following

Lemma III.1. For a given distribution probability, Fisher

information matrix in a two dimensional parameter space can

always cast in a conformal form.

Proof: Let us consider Fisher information matrix

g

ik

(θ) = −

_

d

k

xp(x|θ)∂

i

∂

j

ln(p(x|θ)). (11)

This matrix can be used to deﬁne a Fisher-Rao metric on a

compact manifold M that in this way becomes Riemannian.

Then, let us write in the parameter space

ds

2

= g

ik

(θ)dθ

i

dθ

k

. (12)

But, in two dimensions, we can always ﬁnd a diffeomorphism

such that

ds

2

= g

ik

(θ)

∂θ

i

∂θ

l

∂θ

k

∂θ

m

dθ

l

dθ

m

= e

φ(θ

)

δ

ik

dθ

i

dθ

k

(13)

proving this lemma.

We give here the main result of this paper that attaches a

geometrical meaning to the concept of optimal estimator:

Theorem III.1. [2-d Efﬁcient Estimator Theorem] In a two

parameter space, given the probability distribution p(x|θ), a

class of Cramer-Rao efﬁcient estimators T(θ) exists as exists

a scalar function φ(θ) such that T

i

(θ) = −B

ik

∂

k

φ(θ), being

B a constant matrix, that is also a solution of the Liouville

equation.

Proof: From III.1 we know that, whatever is the proba-

bility distribution, we can always take a reparametrization in θ

coordinates, in such a way to have Fisher information matrix

into a conformal form. So our problem turns into the solution

of the integral equation:

e

φ(θ)

= −

_

d

2

xp(x|θ)Δ

2

ln(p(x|θ)). (14)

Now, let us impose the optimality condition for the Cramer-

Rao bound for the given estimator T(θ). One has

A

ik

∂

k

ln(p(x|θ)) = Θ

i

(x) −T

i

(θ) (15)

being Θ

i

(x) unbiased estimates, T

i

(θ) an estimator class and

A

ik

a non-singular constant matrix. Now, we can invert the

above relation to give

∂

i

ln(p(x|θ)) = A

−1

ik

[Θ

k

(x) −T

k

(θ)] (16)

and put this equation into eq.(14) yielding

e

φ(θ)

=

_

d

2

xp(x|θ)∂

i

A

−1

ik

T

k

(θ) = ∂

i

A

−1

ik

T

k

(θ) (17)

using the normalization of the probability distribution. In two

dimensions one can always write

T

i

(θ) = −B

ik

∂

k

φ(θ). (18)

This gives Liouville equation assuming

A

−1

B = Λ

−1

I (19)

that proves the theorem.

We note that one-dimensional case is trivial as we can

always ﬁnd a reparametrization of the estimator that makes it a

solution of the 1-d Liouville equation and so optimal. Indeed,

one has in this case for the Fisher-Rao metric ds

2

= g(x)dx

2

.

So, if g(x) is not a solution of the Liouville equation, we

can introduce an arbitrary reparametrization, x = x(w) so

that ds

2

= g(x)(dx/dw)

2

dw

2

and we can impose that e

φ

=

g(x)(dx/dw)

2

with φ a solution of Liouville equation that

now always exists being x(w) arbitrary. We are left with an

optimal estimator.

This result can be extended to a n-dimensional manifold

when the Fisher matrix can be cast in a diagonal form. In this

case we will have an identical result as given in theorem III.1.

Theorem III.2. [n-d Efﬁcient Estimator Theorem] In a n-

parameter space, given the probability distribution p(x|θ), if

the corresponding Fisher information matrix can have a con-

formal form, Cramer-Rao bound gives an efﬁcient estimator

T(θ) if a scalar function φ(θ) exists such that T

i

(θ) =

−B

ik

∂

k

φ(θ), being B a constant matrix, that is also a solution

of the Liouville equation.

Proof: If the Fisher matrix can be cast into a conformal

form g

ik

= e

φ(θ)

δ

ik

we can write

e

φ

(θ) = −

_

d

k

xp(x|θ)Δ

2

ln(p(x|θ)) (20)

that, when the vector of estimators is obtained through a

potential, is the Liouville equation.

We see that in the n-dimensional case two more conditions

are needed to determine optimal estimators and these are the

existence of a conformal metric and the existence of a potential

function for the vector ﬁeld of estimators.

We have obtained the relevant geometrical result that an

Einstein manifold (or a Ricci soliton) in two dimensions grants

an optimal estimator with respect to the Cramer-Rao bound.

This class of estimators can be straightforwardly obtained

as Liouville equation can be solved exactly. One has

φ(θ) = ln

_

1

2

F

(z)G

(¯ z)

[1 +

Λ

4

F(z)G(¯ z)]

2

_

(21)

482

being F and G arbitrary functions and z = θ

1

+iθ

2

. Derivative

is with respect to the corresponding argument. This is also

known as Liouville’s solution.

In order to have an idea of the way this result applies we

consider a Gaussian distribution as

N(μ, z) =

1

√

2πz

e

−

(x−μ)

2

2z

(22)

being here z = σ

2

and then θ = (μ, z). Fisher information

matrix takes the form

g(μ, z) =

_

1

z

0

0

1

2z

2

_

. (23)

In this case we can take a change of variables z = z(w)

such that, in the new variables (μ, w) one has a conformal

metric ds

2

=

1

z

(dμ

2

+ dw

2

) =

2

w

2

(dμ

2

+ dw

2

) with z =

w

2

2

.

Then, we can write φ = ln(

2

w

2

) that is a solution of Liouville

equation with Λ = 1. After this reparametrization, it is clear

that Cramer-Rao bound is saturated as g

−1

= σ

2

I giving a

simple test case for our theorem. We note also that the new

estimators are (μ,

_

2/σ

2

).

This result generalizes immediately to a multivariate Gaus-

sian. Indeed, we have

P(x|θ) =

1

_

2π|C|

e

−

1

2

x

T

Cx

. (24)

So, we compute the eigenvalues of matrix C and diagonalize

the distribution through the orthogonal matrix U giving the

new variables y = Ux that are now independent. So, we will

be left with a product of normal distributions and each one

can be optimized with respect to its parameters as seen above

giving an overall saturated Cramer-Rao bound. This case is

so good as the Fischer information matrix can be cast into

a block diagonal form with each block in the form 1/σ

2

α

δ

ik

being σ

2

α

the variance of the α-th normal distribution.

IV. ANALYSIS OF SEA CLUTTER

We have applied the above theorem to the square-root of

the Sea Clutter Power as part of a more extended technique

to identify the statistical distribution of gathered real data.

A statistical analysis has been conducted on the data of sea

clutter in order to estimate the statistical distributions of the sea

clutter returns for a pulsed Doppler radar (sea clutter amplitude

and estimated clutter backscattering coefﬁcient). The statistical

analysis has been performed as described below:

• A set of allowed distributions was identiﬁed.

• For each allowed distribution, the related parameters were

estimated using the maximum likelihood method.

• For each distribution the Kolmogorov-Smirnov test has

been applied to identify at which selected distribution

within the allowed data set the empirical distribution was

associated.

The amplitude distribution of the clutter, estimated by using

Kolmogorov-Smirnov test on the gathered data, resulted to be a

Weibull distribution on most of the analysed cases. This result

agrees with [5] having it Rayleigh distribution as a particular

case. These results have been obtained applying the maximum

likelihood method for estimation. Below we present a method

to estimate the parameters of the Weibull distribution based on

theorem III.1. We applied it to real data comparing the results

with what was achieved with the aforementioned maximum

likelihood method.

Weibull distribution is characterized by two parameters: k

and λ. The Fisher information matrix of in this case is

g(k, λ) =

_

a

k

2

γ−1

λ

γ−1

λ

k

2

λ

2

_

(25)

being a = (6 + π

2

− 12γ + γ

2

)/6) and γ = 0.577 . . . Euler

constant. This metric can be cast into a conformal form by the

following reparametrization

v

1

=

_

λ

1

_

λ

1

−1

1 −γ

1

k

+

λ

2

−1

1 −γ

ln(λ)

_

(26)

v

2

=

_

λ

2

_

1

k

+ ln(λ)

_

being λ

1

, λ

2

the eigenvalues of the matrix

D =

_

a 1 −γ

1 −γ 1

_

. (27)

This permits us to write down the metric as

g

ik

=

λ

2

−λ

1

_

γ−1

√

λ

1

v

1

+

λ

2

−1

√

λ

2

v

2

_

2

δ

ik

(28)

for the new parameters v

1

, v

2

. In terms of the old estimators

this takes the very simple form

g

ik

= k

2

δ

ik

. (29)

The new parameters are now v

1

v

2

and from eq.(28) one can

get the new estimators nothing that the potential is

φ = ln

⎡

⎢

⎣

λ

2

−λ

1

_

γ−1

√

λ

1

v

1

+

λ

2

−1

√

λ

2

v

2

_

2

⎤

⎥

⎦ (30)

from which we get the new Weibull estimators. Indeed, we

have T

1

= αk, T

2

= βk being α and β two constants.

This moves Weibull estimators (αk, λ), but to render explicit

the dependence on these parameters in terms of the samples

{x

i

}, we do an approximation. We know that the relations

between known estimators and Weibull parameters imply Γ

function that cannot be inverted. Anyhow, we can do a Taylor

expansion. So, our analysis has been realized assuming k

parameter being very near an integer, i.e. k = k

0

+ δk with

k

0

∈ N known and δk 1 to be estimated. Therefore, our

new parameters are (δk, λ). New Weibull parameters can be

obtained using the following relations:

λ

=

μ(x)

a

1

−b

1

δk(x)

(31)

K = α(k

0

+ δk(x))

The sea clutter measures have been used to verify the new

method by the comparison with the maximum likelihood

483

method. In particular the application of the maximum like-

lihood method provides an estimation of the k

0

parameter.

Fig.1 and Fig.2 show the comparison between the distributions

obtained starting from the parameters estimated by the two

methods. We can see that the agreement is fairly good indeed.

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

x 10

−3

0

0.2

0.4

0.6

0.8

1

CRLB

MLE

Fig. 1. First data set.

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

x 10

−5

0

0.2

0.4

0.6

0.8

1

CRLB

MLE

Fig. 2. Second data set.

V. CONCLUSIONS

Cramer-Rao bound can be saturated by an inﬁnite class

of estimators when the parameter space of a probability

distribution has dimensions lower or equal two. This general

property arises from a differential geometry interpretation

of the Fischer information matrix as a Riemannian metric.

Optimal estimators appear to be the solutions of Einstein

equations in a two-dimensional manifold for in this case

they simply reduce to a Liouville equation that has a known

general solution. This gives a straightforward procedure to

obtain optimized probability distributions with respect to the

estimators for whatever application. In this paper we have

made the case of sea clutter using real data and verifying how a

different approach using maximum likelihood gives the result

obtained with our method. Indeed this appears as a general

result with a wealth of applications in the area of radar and

signal processing.

ACKNOWLEDGMENT

I would like to thank Simone Russo for the effort he made

into a sound veriﬁcation of the main result of this paper using

experimental data and their ﬁts kindly yielded by our colleague

Salvatore Romaniello.

REFERENCES

[1] C. R. Rao, “Information and the accuracy attainable in the estimation of

statistical parameters”, Bull. Cal. Math. Soc., vol. 37, pp. 81-91, 1945.

[2] J. Morgan, Gang Tian, Ricci ﬂow and Poincar´ e conjecture, Ed. Provi-

dence, USA: American Mathematical Society, 2007.

[3] F. Barbaresco, “Innovative Tools for Radar Signal Processing Based on

Cartans Geometry of SPD Matrices & Information Geometry”, Radar

Conference, 2008. RADAR ’08. IEEE, pp. 1-6, 2008.

[4] F. Barbaresco, “Information Intrinsic Geometric Flows”, Bayesian In-

ference and Maximum Entropy Methods In Science and Engineering,

AIP Conference Proceedings, vol. 872, pp. 211-218, 2006.

[5] G. Galati, Sistemi di Rilevamento e Navigazione, Ed. Rome, Italy:

T

E

XMAT, 2002.

484

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