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A class of Cramer-Rao optimal estimators for

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

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

l

m
= e
φ(θ

)
δ
ik

i

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

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