IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO.
5, OCTOBER 2008
Dynamic Tomographic Imaging of the Solar Corona
Mark D. Butala, Student Member, IEEE, Farzad Kamalabadi, Member, IEEE, Richard A. Frazin, and Yuguo Chen
Abstract—Three-dimensional (3-D) maps of the electron density
and temperature in the solar atmosphere can be tomographically
reconstructed from two-dimensional images that are measured
by a variety of ground-based and space-based instruments. The
electron density and temperature of the solar corona are funda-
mental parameters for understanding the physical mechanisms
that contribute to space weather, or physical phenomena that
can, in extreme cases, have adverse effects on Earth and the
near-Earth space environment. New signal processing methods
are required to take full advantage of the rich and complex suite
of observations that are available from the current generation of
Sun-observing spacecraft. In particular, this paper provides signal
models and corresponding optimal state estimation methods for
reconstructing the dynamic 3-D electron density and temperature
structures in the solar corona with focus on the many challenges
associated with solar tomography.
Index Terms—Astronomy, image processing, Kalman filtering,
statistics, stochastic systems, tomography.
I. INTRODUCTION
UCH is still unknown regarding some of the funda-
M mental physical processes of the Sun. For example,
long-standing questions remain regarding the physical mech-
anisms that give rise to many of the geo-effective phenomena
collectively referred to as space weather, that may in ex-
treme cases, damage satellites in Earth’s orbit, cause power
distribution failures, or even harm astronauts [1]. To a large
degree, our knowledge of the solar environment has been
obtained empirically from a variety of dedicated space-based
and ground-based instruments. The current generation of
Sun-observing spacecraft generate a rich and complex suite of
observations that provide the scientific community with mea-
surements at unprecedented spatial and temporal resolution and
spectral diversity. New signal processing methods are required
Manuscript received February 01, 2008; revised July 16, 2008. Current ver-
sion published December 10, 2008. This work was supported in part by the
National Science Foundation under Grants 055561 SHINE and 0620550 CMG
and by NASA under Grant NNG-04GG32G to the University of Illinois. The
associate editor coordinating the review of this manuscript and approving it for
publication was Dr. Amir Leshem.
M. D. Butala is with the Remote Sensing and Space Sciences Group, Coordi-
nated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana,
IL 61801 USA (e-mail: butala@uiuc.edu).
F. Kamalabadi is with the Department of Electrical and Computer Engi-
neering and the Coordinated Science Laboratory, University of Illinois at
Urbana-Champaign, Urbana, IL 61801 USA.
R. A. Frazin is with the Department of Atmospheric, Oceanic and Space Sci-
ences, University of Michigan, Ann Arbor, MI 48109 USA.
Y. Chen is with the Department of Statistics, University of Illinois at Urbana-
Champaign, Champaign, IL 61820 USA.
Digital Object Identifier 10.1109/JSTSP.2008.2005352
1932-4553/$25.00 © 2008 IEEE
755
to take full advantage of all available information to ultimately
address open stellar astrophysical questions. In particular, we
develop signal processing methods to empirically reconstruct
the 3-D time-varying structure of the solar corona.
The corona [2] is the very sparse plasma that forms the upper
atmosphere of the Sun, beginning at about 2000 km above the
solar surface. The corona is extremely hot, with temperatures
in excess of . Despite more than 50 years of research,
the non-thermal processes that heat the corona to such an ex-
treme temperature over the span of the relatively thin
transition region remain unknown [2], though it is clear that the
solar magnetic field provides a conduit for energy transport and
storage as well as several possible mechanisms for energy re-
lease. The solar magnetic field is also central in driving the solar
wind, coronal mass ejections (CMEs; occasional violent solar
explosions originating in the corona), and accelerating solar en-
ergetic particles that all contribute to space weather. The solar
magnetic field also has a strong influence on the structure of the
corona, a plasma with low , the ratio of plasma to magnetic
pressure. As a consequence, the solar magnetic field traps the
structures of the corona.
This paper addresses the problem of reconstructing the dy-
namic 3-D electron density and temperature of the solar corona
from remotely sensed 2-D images. Under the assumption of
quasi-neutrality, the mass density may also be reconstructed
because it is approximately proportional to the electron den-
sity. These dynamic 3-D reconstructions will contribute to the
understanding of fundamental solar-terrestrial plasma physics
and space weather. First, the reconstructions will aid in deter-
mining the mechanisms that heat the corona and drive the solar
wind. The spatial variation of electron density in the corona is
a fundamental parameter for all processes thought to contribute
to heating because many waves propagate at the Alfvén speed
and all wave-particle interaction rates are proportional to the
local value of the electron density as discussed in [3] and ref-
erences therein. Empirical determination of the temperature in
the corona as a function of position is important for inferring
where and how energy is deposited in the coronal plasma and is
crucial to the understanding of coronal heating. Secondly, the
empirical reconstructions of the corona will aid in modeling
the early development and propagation of CMEs. The structure
of the solar corona strongly affects the propagation of a CME
[4]–[6], the amount of plasma it accumulates in its propagation,
and its acceleration [7]. Lastly, 3-D tomographic models will
contribute to modeling the shock acceleration of energetic par-
ticles by CMEs. The density and magnetic field strength deter-
mine the compression ratio for CME-driven shock waves, which
in turn determines the time-dependent energy spectrum of shock
accelerated particles. The impact of the density is particularly
great near the Sun where it is believed that particles are accel-
erated to the highest energies [8].
756 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008
In principle, tomographic analysis [9], [10] may be used to re-
construct the 3-D corona given image measurements (2-D pro-
jections) from multiple point-of-views (POVs) obtained by solar
rotation or from spatially distinct sensors [11]–[14]. Until re-
cently, measurements of the Sun have been available from only
one POV at any given time and tomographic analysis of the
corona has relied on solar rotation to provide the necessary mea-
surement diversity. With a synodic period of 27.3 d, almost 14
d are required to observe the corona from a single POV over the
180 necessary for a full tomographic analysis. The situation
has recently changed with the launch of the Solar and Terrestrial
Relations Observatory (STEREO) [15] in October, 2006. The
mission provides two additional simultaneous POVs from dual
satellites, one that leads Earth’s orbit by 22 and the other
that lags by the same amount. However, almost 5 d are still re-
quired to view the Sun over 180 when the STEREO satellites
are each separated from the Earth by 60 .
The first reconstructions of the 3-D structure of the electron
density in the solar corona were calculated under the assumption
of azimuthal symmetry for analytical tractability [16]. Today,
it is possible to reconstruct full time-independent 3-D maps of
electron density given contemporary computational resources
and signal processing methods [13], [14], [17]. A tomographic
method for reconstructing the temperature in the corona has
also been recently developed [18]. Most work devoted to tomo-
graphic reconstruction of the solar corona has so-far assumed
that it is unchanging during the measurement interval. Under
this assumption, it is possible to reliably reconstruct persistent
structures in the corona because the large-scale morphology re-
mains fairly constant. However, significant reconstruction arti-
facts may result because the corona is very dynamic and exhibits
variation on all observed temporal and spatial scales [17], [19].
Dynamic tomography methods have been developed for
biomedical imaging applications as reviewed in [20]. In this
context, research has focused on techniques to image the
quasi-periodic beating heart [21]–[23] and for mitigating
rigid-body patient motion during the scan interval [24]–[26].
However, these motion models cannot adequately account for
the complicated evolution of the solar atmosphere described
by the equations of magnetohydrodynamics (MHD) [27], [28]
that govern the physics of electrically conducting fluids. Some
research has been devoted to dynamic solar tomography [29],
but not in the framework of signal processing.
This paper develops data assimilation methods for re-
constructing the time-evolving 3-D structure of the solar
atmosphere. Data assimilation is a general systematic math-
ematical framework for reconstructing a dynamic object that
combines empirical measurements with first-principles physical
knowledge of the object’s dynamics. The corresponding signal
processing methods fully embrace the stochastic nature of the
problem and balance uncertainties in the noisy measurements
with uncertainties in the inevitably incomplete dynamical
model. The Kalman filter [30], [31], ensemble Kalman filter
[32]–[36], and particle filter [37]–[41] are state estimation
methods suitable for data assimilation and each offers tradeoffs
between model restrictions and computational complexity. The
application of these methods to data assimilation is not novel.
For example, the ensemble Kalman filter has been applied to
both general [36] and cardiac [42] tomography. However, solar
tomography has many aspects that challenge data assimilation,
including the dimensionality of the problem, the tomographic
nature of the measurements that are corrupted by Poisson
noise, nonlinear dynamics described by the equations of MHD,
and the existence of additional prior knowledge, such as the
empirical structure of the solar magnetic field, that could also
be incorporated into the analysis. This paper focuses on the
aforementioned state estimation methods and, specifically, the
degree to which each addresses the challenges of dynamic solar
tomography.
The remainder of the paper is organized in the following
manner. Section II develops the forward models that relate the
remotely sensed measurements to the electron density and tem-
perature in the corona. Next, methods for solving the resul-
tant time-invariant inverse problem are discussed in Section III
for later contrast with dynamic methods. Then, the linear state-
space model is developed in Section IV, as well as the Kalman
filter and ensemble Kalman filter. Lastly, the general hidden
Markov state-space model and particle filter are developed in
Section V. Concluding remarks are given in Section VI.
II. FORWARD PROBLEM
A. Electron Density
The physical relationship between the intensity of remotely
observed polarized light and the density of free electrons in the
corona integrated along the measurement line-of-sight (LOS) is
given by [16], [43]
(1)
The function is the polarized brightness (pB) measured
at time from a POV defined by , a 3-D unit vector parallel
to the LOS, and , a 3-D vector perpendicular to that extends
from the origin at the center of the Sun to the LOS. The function
is the electron density at a specified point in the
stellar atmosphere at a distance along the LOS and the set
is the range of corresponding to the ray from the observer
to infinity. The scalar is a combination of several physical
constants necessary to balance the physical units of the equation.
The Thomson scattering physics are encapsulated in the known
function [16], [43]. Lastly, the function
is the instrument dependent measurement noise.
The statistics of the measurement noise are Poisson,
given that scattering governs the emission of pB light from the
corona and the light sensors are most often charged coupled-de-
vices (CCDs). In practice, the true statistics of the measurement
noise may only be crudely specified given that coronagraphs are
very complicated optical instruments and various systematic ar-
tifacts may persist even after calibration. Often, only the vari-
ance of the noise for each pixel is known.
Measurements of pB are typically in the form of images. Each
pixel of such an image is the intensity of polarized light focused
on a sensor, usually a cell of a CCD camera. It will later be
convenient to represent such an image by the vector , with
each of its elements equal to a single pixel intensity of the
BUTALA et al.: DYNAMIC TOMOGRAPHIC IMAGING OF THE SOLAR CORONA 757

The choice of the basis functions has a significant impact on

Fig. 1. Two images of polarized brightness as measured by the Mk4 corona-
R
graph. The inner and outer radii of the images range from 1.1–2.85 , where
R 2
is the solar radius equal to 7 10 km. The left and right images were
measured on Oct. 22 and Oct. 29 of 2007.
the reconstructions as all features in the solar atmosphere that
cannot be expressed as a linear combination of basis functions
are lost. As an example, compare the very similar, but distin-
guishable spherical (Fig. 3) and cylindrical (Fig. 6 in [17]) voxel
basis reconstructions computed from the same data. The unfor-
tunate byproduct of a voxel basis is that will typically be im-
mense. For example, dividing the reconstructed image domain
into results in . In any case,
it is possible to systematically determine the number of neces-
sary basis elements through model-order selection [50] or as
a hyper-parameter in the estimation process, but at potentially
great computational expense.
The finite basis expansion results in the linear system

(4)
pB image. The vector is related to the continuous forward
model (1) through where the measurement operator is an matrix. Each
element of the matrix is given by
(2)
(5)

where is the th element of the vector argument and

is the set of lines-of-sight that are focused onto the th image where is the th component of the matrix argument
pixel. and the symbol should be read “is defined as.” Note that the
Several coronagraphs, specialized telescopes for measuring measurement operator can be broken into two more easily un-
the dim corona, regularly measure pB images suitable for this derstood operators . The diagonal matrix
work. One example is the ground-based Mark-IV (Mk4) coron- accounts for the spatial dependence of the scattering function in
agraph [44] at the Mauna Loa Solar Observatory (MLSO). Two (1). The th row of the matrix is a weighted sum
pB images measured by the Mk4 are shown in Fig. 1. Suitable over a set of elements of and is a discrete representation of
space-based coronagraphs include the Large Angle and Spectro- the line integrals in the continuous forward model (1). As dis-
metric Coronagraph Experiment (LASCO) C2 instrument [45] cussed above, the full statistics of the measurement noise vector
on-board the Solar and Heliospheric Observatory (SOHO) [46] may not be known.
and the COR1 and COR2 coronagraphs available as part of the
Sun Earth Connection Coronal and Heliospheric Investigation B. Temperature
(SECCHI) suite of instruments [47] on both STEREO satel-
Differential emission measure (DEM) analysis is concerned
lites. The best quality measurements of pB are from space-based
with the plasma temperature distribution in the solar atmos-
coronagraphs that are devoid of the sky-scattered light that can
phere. Suitable measurements for DEM analysis are at extreme-
plague terrestrial coronagraph measurements.
ultraviolet (EUV) and X-ray wavelengths. DEM tomography
Closed-form analytical solutions to Fredholm integral equa-
(DEMT) [18] combines DEM and tomographic analyses to re-
tions like (1) are possible only when the kernel is of a
construct the 3-D electron temperature distribution. The forward
simple form. However, the Thomson scattering kernel in (1) is
model is
too complicated and the forward model must be discretized to
approximate the solution through numerical techniques. A gen-
eral expression for the necessary finite basis expansion is

(6)
(3)
Identical to Section II-A, the vectors and define the POV
of the observer relative to the Sun, the vector specifies a
where is the 3-D position vector, is the total number of basis 3-D spatial location along an individual measurement LOS, and
functions, is the th basis function, and the vector has the scalar ensures that physical units balance. The function
components. The corona is an amorphous plasma with un- is the EUV or X-ray intensity measured at wave-
known correlation structure and it is therefore difficult to form a length and time and is the measurement noise.
low-dimensional basis that faithfully captures the corona. How- The function is the local DEM at temperature
ever, research exists in characterizing the corona with consis- . The function depends on the atomic physics of the
tent, but time independent, low-dimensional models [48], [49]. emission process in the stellar plasma and may be calculated
Faced with such difficulties, a voxel basis, an orthogonal set of with tools such as CHIANTI [51].
3-D volume elements that span the reconstructed image domain, Like pB, typical measurements of the EUV or X-ray corona
represents a general choice that makes few prior assumptions. are in the form of images. The pixels of an EUV or X-ray
758 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008

where is the 3-D spatial coordinate, is an ma-

trix with th component equal to the local DEM at the
th spatial coordinate and th temperature, is the th
spatial basis function, and is the th temperature basis
function. As argued in Section II-A, it is difficult to determine
a faithful low-dimensional basis for the 3-D structure of the
coronal electron density, and the same is true for the local DEM.
DEMT research has so far focused on voxel spatial and uniform
interval temperature bases [18].
The measurements are related to the elements of the un-
known matrix by

(9)

where the th element of the matrix is the

measurement noise of the th pixel in the th frequency band.
Fig. 2. Four images of the Sun to 1.5 R as measured by the EIT on SOHO.
Note that the terms in the sum over in (9) only operate on the
columns of the matrix for a fixed row. Similarly, the terms
Three of the images were measured on Jan. 11, 2008 at different EUV wave-
lengths: (top left) at 171 
A, (top right) at 195 
A, and (bottom left) at 284 
A. The in the sum over not appearing in the sum over operate
fourth image is at 284  A and was measured on Dec. 15, 2007, 27 days prior to only on the rows of the matrix for a fixed column. Thus, it is
the previous images. Differences between the images in the bottom row are due
to solar dynamics because the Sun rotates 360 =27 d relative to the Earth. possible to separate these two operations. To do so, first define
each element of the matrix by

image at a particular wavelength can be represented by the (10)

vector
and note that the matrix corresponds to the column-wise op-
(7) erations on in (9). Also note the function may only
be evaluated at discrete points by CHIANTI and the integrals in
(10) must be evaluated numerically. Secondly, define the
where the th element of the th column of the matrix matrix by
is the th pixel in the th frequency band measured at time
. Again, is the set of lines-of-sight that are focused onto the (11)
th pixel. The function is the sensitivity or frequency
response of the instrument in the th frequency band.
The matrix corresponds to row-wise operations on in (9)
Measurements of the corona in the EUV are routinely mea-
and is the same discretized representation of line integrals in
sured by dedicated space-based instruments. Ground-based
Section II-A. Finally, (9) can be compactly expressed as
observations of the corona in the EUV are not possible because
Earth’s atmosphere absorbs EUV emissions. Relevant instru- (12)
ments include the Extreme Ultraviolet Imaging Telescope (EIT)
[52] on SOHO, the Extreme Ultraviolet Imaging Spectrometer A matrix identity involving the Kronecker matrix product [57]
(EIS) [53] on Hinode [54], the EUV imager as part of the may be applied to (12) to give
SECCHI instruments [47] on STEREO, and the Atmospheric
Imaging Assembly (AIA) [55] scheduled for launch on the (13)
Solar Dynamics Observatory (SDO). Four images of the EUV where the operator stacks the columns of the matrix argu-
corona measured by the EIT are shown in Fig. 2. X-ray mea- ment into a vector and is the Kronecker matrix product. Note
surements are available, for example, from the X-ray Telescope that (13) is now in the form of a linear system of equations, cf.
(XRT) [56] also on Hinode. (4).
The temperature forward model (6) may be discretized by
choosing both a spatial and temperature basis III. STATIC INVERSE PROBLEM
The forward models developed in Section II each relate an
(8) unknown quantity of interest, either electron density or temper-
ature in the solar corona, to the available measurements. The
BUTALA et al.: DYNAMIC TOMOGRAPHIC IMAGING OF THE SOLAR CORONA
associated inverse problem is to then reconstruct a 3-D map of
the solar atmosphere given a set of 2-D images. The reconstruc-
tion method is determined by the overall signal model and the
choice of a suitable optimality objective. The least sophisticated
and computationally demanding is the static model developed
below.
A. Static Signal Model
In the static framework, the temporal variation of the corona
is assumed to be negligible over the measurement interval at the
reconstructed spatial scales. The given measurements in both
cases are samples of the discretized measurement function
denoted by , where is an integer time index and
is a function that maps the time indices to sample times. The
resultant static signal model is
.. .. ..
. . . (14)
where the unknown electron density or temperature has no
time dependence. The solar atmosphere is reconstructed by es-
timating the properties of the element random vector given
the element vector of measurements , matrix is some form of derivative operator [14], [17], [18] and
the forward model matrix , the regularization term is a roughness measure where
and all known statistical information regarding the ele-
ment measurement noise vector . electron density and temperature in the corona will, in general,
B. Static Inverse Problem
There are several challenges in solving the system of linear
equations (14). For one, it is well-known [10] that tomographic
inverse problems are ill-posed, meaning direct inversion of the
linear system (14) may result in significant reconstruction ar-
tifacts due to noise sensitivity. The situation is pronounced in
solar tomography because of the low measurement sampling
rate, due either to telemetry constraints in space-based observa-
tions or the averaging necessary in ground-based observations
to achieve a desired signal-to-noise ratio. In practice, only a
single daily pB observation has been available for electron den-
sity reconstruction from the Mk4 and LASCO C2 coronagraphs.
The situation is changing with the launch of new missions, such
as the dual STEREO satellites, which offer higher spatial and
temporal resolution measurements. The benefits from increased
data rates has been studied in [58]. Another challenge is that the
linear system (14) is of high dimension, on the order of
[14], [17]. Complicating the situation, new high-resolution mea-
surements from STEREO and other future solar missions will
further increase the dimensionality of the problem by one or
more orders of magnitude.
The above challenges have motivated the following method
for reconstructing persistent 3-D structures in the corona under
the static model [14], [17], [59]
(15)
where is the standard vector norm with . is the statistical expectation operator, and is an arbitrary
An example of electron density reconstructed in this manner is
759
Fig. 3. Spherical cut at 1.18 R of a 3-D static reconstruction of the coronal
electron density with units log (cm ). The x and y axes are in units of solar
R
radii ( ). The reconstruction is based on 11 images measured by the Mk4
coronagraph when weather permitted from Oct. 26 to Nov. 8, 2003.
shown in Fig. 3. Without the second term , (15) is a stan-
dard least squares fit to the data . The second term is a Tikhonov
regularization [60]–[62] penalty and is included to stabilize the
ill-posed solar tomography problem. For solar tomography, the
in-
creases when is less smooth. From a physical standpoint, the
not vary drastically across small spatial distances and a rough-
ness penalty is appropriate as it will dampen large, short dis-
tance variations in the reconstructed 3-D maps at the cost of
smoothing the overall reconstruction to some degree. The reg-
ularization parameter controls the tradeoff between agreeing
with the data and favoring a smooth reconstruction. Cross val-
idation [62], [63], one method to determine the regularization
parameter that represents the best tradeoff based on the data
, has been successfully applied in the context of solar tomog-
raphy [14], [17]. For electron temperature reconstruction, note
that [18] decomposes (15) into a series of two lower dimensional
linear inverse problems. However, even when the electron tem-
perature problem is decomposed, static tomography of the solar
electron density and temperature remains a demanding problem,
requiring hours or even days of computation on a contemporary
workstation.
The formulation (15) is deterministic, meaning any statis-
tical knowledge of the unknown and measurement noise is dis-
regarded. In the Bayesian stochastic framework, the unknown
and measurement noise are regarded as random vectors and
, each with a probability density function (pdf) and the recon-
struction problem reduces to statistical inference or estimation
of the random vector given the data. A static estimate may be
computed by minimizing the mean squared error (MSE)
(16)
where is called the minimum MSE (MMSE) estimate,
function of the data. The MMSE estimate is a least squares fit
760 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008
to the data in the stochastic sense because (16) will be
as close as possible to the unknown quantity in the sense of
average minimum squared difference.
An explicit connection can be made between the regular-
ized least squares reconstruction (15) and the linear MMSE
(LMMSE) estimate. The LMMSE estimate is the
MMSE estimate (16) that is restricted to be an affine function
of the data, or, expressed mathematically, . The linear additive noise state-space model, which assumes
The LMMSE estimate is given by [64]
(17)
where is a vector norm when is positive
definite, the unknown and noise are uncorrelated, has
mean and covariance with
, and is zero mean with covariance . If
, the vector with all elements equal to 0, , the
identity matrix scaled by , and with full
column rank, then (15) and (17) are equivalent. In other words,
deterministic regularized least squares is equivalent to LMMSE
estimation when the unknown and noise have special distribu-
tions.
An important property, used later in this paper, is that (17)
may be solved in closed form [64]
(18)
(19)
In addition, the LMMSE estimator error covariance , equations of MHD. However, incorporation of MHD models
a measure of the uncertainty in , can be expressed in
closed form [64]
(20)
where and is the
LMMSE estimate error.
IV. LINEAR DYNAMIC INVERSE PROBLEM
The primary criticism of the approach in Section III is that
the static assumption is invalid. The bottom row of images in
Fig. 2 demonstrates that the dynamics of the solar corona can
be significant over a period of a 27 d full rotation where the
differences between the two images are due to changes in the
solar atmosphere. Unphysical smearing artifacts may result in
the static reconstructions due to such changes [17]. Depending
on the situation, the solar atmosphere may change significantly
at time scales of even less than a day.
In Section III, electron density and temperature estimation
involved statistical inference of the unknown random vector
given the data . To mitigate the reconstruction artifacts men-
tioned above and more directly address scientific questions re-
garding the time-evolving solar atmosphere, the electron den-
sity and temperature are now modeled as discrete-time Markov
random processes. The resulting estimation problem involves
the inference of the random vector , the state of the solar at-
mosphere, at each time index given the set of measurements
. Depending on the situation, filtered esti-
mates computed in real-time, predictions fore-
casting the future evolution of the state, and smoothed estimates
based on a complete data-set may each be of interest.
Predictive and smoothed estimates are usually found by further
processing of the filtered estimates [31], which we exclusively
focus on below.
A. Linear Additive Noise Signal Model
that the dynamics of the time evolving unknown state are linear
in nature, is summarized by
(21)
(22)
The discrete-time Markov random process is a
time-series representation of the state of the solar atmosphere.
The forward model (22) is unchanged from Section III. The
state-transition model (21) is a linear stochastic description of
how the unknown state changes from one time index to the next.
The matrix models the deterministic linear compo-
nent of the evolution and is derived from first principles physics.
The state noise is a random process that accounts
for any uncertainty in the model . The first and second-order
statistics of the uncorrelated and zero-mean measurement and
state noise are also included as part of the above state-space
model with and ,
where the symbol is the Kronecker delta function.
The dynamics of the solar atmosphere are modeled by the
into (21) poses two major difficulties. First, while the MHD
equations are functions of the electron density and temperature,
they also depend, for example, on the energy density, vector ve-
locity, and vector magnetic field at each spatial location in the
solar atmosphere. Including these additional parameters into the
signal model would significantly increase the dimensionality of
the already large problem. Secondly, (21) demands a linearized
representation of the MHD equations, a process that may be
questionable at the time scales under consideration. A less so-
phisticated model for would only include the differential ro-
tation of the Sun to account for the fact that the solar atmosphere
rotates at different rates depending on latitude. A very simple
model that is often used in practice [65] is the random walk
model where and the evolution of is then assumed
to be entirely stochastic. Despite the simplicity of the random
walk model, it can be superior to the static model [66].
B. Kalman Filter
The Kalman filter (KF) is the recursive state estimation pro-
cedure for computing LMMSE estimates of the electron den-
sity or temperature state given the measurements and
are denoted . Only filtered estimates and one-step
predictions are required by the KF. The KF esti-
mator error covariance is denoted where
is the estimate error. Examples of KF tomo-
graphic reconstructions of a dynamic low-dimensional object
are given in [66] and in Fig. 4. However, as discussed below,
the KF is computationally feasible only when the state dimen-
sion is relatively small.
BUTALA et al.: DYNAMIC TOMOGRAPHIC IMAGING OF THE SOLAR CORONA
The recursive KF process begins with an initial state prior and
prior error covariance denoted by and . Monte Carlo approximations to the LMMSE estimates given
These quantities are an initial estimate of the state and a mea-
sure of the confidence in that initial estimate, respectively. In
practice, a static reconstruction often serves as the initial prior
state estimate [36], [66]. The KF computes the LMMSE esti-
mates in a two-stage process. First, in the measurement up-
date, the one-step prediction of the state at time is corrected
in the Bayesian sense to incorporate information from the mea-
surement at time . The measurement update is
(23)
(24)
(25)
where the matrix is commonly referred to as the
Kalman gain. Comparing (18)–(20) to (23)–(25), note that the
KF measurement update is equivalent to the LMMSE estimate
of the unknown state based on the prior statistical information
and . The measurement update (24) can also be
expressed as the quadratic optimization
(26)
Just as (19) is the unique minimum of (17), (24) is the unique
minimum of (26). From (26), each LMMSE estimate is the
balance between two terms. The first term is the measurement
discrepancy and is weighted by the measurement uncertainty
. The second term, the prior discrepancy, is weighted by the
uncertainty in the prior . As mentioned in [66], it is not
difficult to add a Tikhonov penalty term to the KF measurement
update to incorporate further prior knowledge, such as smooth-
ness, by forming an augmented linear state-space signal model
and then applying (23)–(25).
The second stage of the KF, the time update, calculates the
prediction of the state based on the current LMMSE state
estimate and the state transition model (21). The equations
for the predicted estimate and predicted estimate error covari-
ance are
(27)
(28)
These predictions are the prior information necessary for the
next measurement update step in the recursive state estimation
process.
The estimates computed by the KF are LMMSE optimal.
However, they become difficult to compute when the state di-
mension is large. The primary computational challenge is
the storage and processing of the state estimate error
covariance matrix because will be large for solar tomog-
raphy. For example, when the solar atmosphere is divided into
, the matrix requires over 3.6 TB
of storage if each element is a 32-bit number, and an immense
amount of computational effort is required to update the matrix
according to (25) and (28).
761
C. Ensemble Kalman Filter
by the KF may be computed with the ensemble Kalman filter
(EnKF). The attraction of the EnKF is that it can, in certain ap-
plications, provide reasonable state estimates at relatively low
computational expense when the state dimension is large. The
tradeoff is that the estimates given by the EnKF are random due
to the Monte Carlo nature of the algorithm, biased because of lo-
calization, and biased when is finite [67]. The biases may not
be severe as demonstrated in a dynamic tomography example in
[36] and in Fig. 4, discussed below. At least in principle, these
biases may be controlled by the careful application of covari-
ance tapering and ensemble inflation [67], but precise theoret-
ical analysis and practical methods are open topics of research.
The idea behind the EnKF is to process an ensemble of
samples, each denoted , in such a manner that the ensemble
sample mean
(29)
and ensemble sample covariance
(30)
approximate the LMMSE state estimate and estimator error
covariance given by the KF. Tremendous computational
savings relative to the KF are possible, especially if only a small
number of ensemble members relative to the state dimension
are necessary to compute the estimate to a desired con-
fidence level.
The EnKF is initialized by forming an ensemble of in-
dependent and identically distributed (i.i.d.) Gaussian samples,
each denoted
(31)
The EnKF, like the KF, then proceeds in a two step recursion. In
the measurement update, each sample of the prior ensemble is
updated to incorporate information from the most recent mea-
surement in the Bayesian sense. The measurement update be-
gins by computing the sample Kalman gain based on the sample
covariance of the prior ensemble
(32)
where the element matrix is discussed in more detail
below and the matrix operator is the Hadamard or element-by-
element matrix product [57]. Only the matrix
is required in the computation of (32) so the
sample covariance is never explicitly stored or operated
upon. To form the posterior ensemble, each sample is processed
with
(33)
where . A Tikhonov penalty term can be
added to the EnKF measurement update by augmenting the
762 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008

signal model in the same way as discussed in Section IV-B

for the KF. The time update step of the EnKF simulates the
evolution of each sample from the current time index to the
next according to the state-transition model (21) with

(34)

and .
The choice of covariance taper matrix is critical for suc-
cessful application of the EnKF to high dimension problems.
Covariance tapering is necessary in practice because the sample
covariance is systematically prone to significant error in
the computationally desirable situation when the sample size
is small relative to the state dimension [68]. The tapered es-
timate is a regularized estimate of the error covari-
ance matrix that incorporates prior knowledge to dampen
such systematic errors. Typically, physical processes are not
spatially correlated past some known correlation length. This
prior knowledge should be used in the design of . A covari-
ance taper matrix with elements that are greatest near the diag-
onal and 0 some number of bands away will eliminate unphys- Fig. 4. Three dynamic tomography reconstructions of electron density based
ical long distance correlations in the regularized estimate on a MHD simulation of the emergence of magnetic flux in the solar corona. The
that are the result of systematic errors in the sample co- 2
top left image (truth) is one 32 32 frame of the simulation. The EnKF (top
right), KF (bottom left), and LKF (bottom right) reconstructions are comparable
variance . The taper matrix suggested in [69] is often used to the truth, but the EnKF required only 30 s of computation to reconstruct the
because of its properties: 1) it is easily computed; 2) it represents entire 256 frame simulation, whereas the KF and LKF each required nearly 45
m.
the prior knowledge of an exponential decay in correlation with
distance that is reasonable for many physical processes; 3) it
is sparse, which results in many further computational simpli- The LKF measurement update can also be expressed as the
fications in the implementation of the EnKF; and 4) it is posi- quadratic optimization
tive definite, which guarantees that the product is
also positive definite and a valid covariance matrix by the Schur
product theorem [57]. Analysis of the quality of tapered sample
(38)
covariance estimates is an active field of research
The LKF time update is given by
[67], [68], [70] and the best choice of for a given applica-
tion remains an open and challenging question. Some guidance (39)
is offered as an implication of the convergence of the EnKF dis-
cussed below. (40)
The EnKF converges to a well-defined limit as the number of
Comparing (26) and (38), the only difference between the mea-
Monte Carlo samples increases. As proven in [71], the EnKF
surement updates of the KF and LKF is the weighting in the
estimate without tapering (when , the matrix with
prior discrepancy term. Because the EnKF is an approximation
all elements equal to 1) converge in probability to the LMMSE
to the LKF, the same comparison may be made between the KF
estimate . The inductive proof in [71] may be extended for
and EnKF.
more general , and, in this case, the EnKF may be shown
As noted above, the EnKF estimates converge to LMMSE
to converge to the localized KF (LKF). Like the KF, the initial
estimates when . An implication is that if the product
LKF prior estimate and estimate error covariance are given by
is approximately equal to then it is reasonable
and . The LKF measurement update is to expect that the EnKF estimates will be approximately equal to
given by LMMSE estimates in the limit as the ensemble size increases.
This suggests that the choice of taper matrix is highly dependent
on the structure of the error covariance matrix and should
be designed such that .
(35) The images in Fig. 4 compare the EnKF, KF, and LKF in a
numerical experiment. The unknown state is the th 32 32
(36) frame of a 256 frame MHD simulation of the emergence of mag-
netic flux in the solar corona. The measurement is 3 sets of
46 parallel line integrals from POVs separated by 60 to mimic
the observations now available with the launch of STEREO.
(37) The POVs are at an angle that sweeps through 360 a total
BUTALA et al.: DYNAMIC TOMOGRAPHIC IMAGING OF THE SOLAR CORONA
of 4 times over the 256 frames. A small (roughly 1%) amount
of white Gaussian noise has been added to the measurements
( and is the noise variance). The state transition op-
erator is which models the dynamics as a random walk
and is a fixed 9-band positive definite matrix that models a
1 pixel-length temporal correlation in the state noise. The ini-
tial prior estimate is a static reconstruction. All three esti-
mates of the truth (top left) image are of comparable quality.
The LKF estimate shows the bias introduced by covariance ta-
pering relative to the LMMSE optimal KF. The EnKF
approximates the LKF, but is much less computationally expen-
sive. Whereas the KF and LKF each required nearly 45 m of
computation to reconstruct the entire 256 frame simulation, the
EnKF required only 30 s.
V. NONLINEAR DYNAMIC INVERSE PROBLEM
The linear additive noise state-space signal model in
Section IV-A imposed some significant restrictions on the
models for the dynamics of the solar atmosphere and mea-
surements. For one, only the first and second order statistics
of the initial state were modeled and any additional physically
motivated prior knowledge was disregarded. Additional prior
knowledge could be incorporated through Tikhonov regular-
ization, but it is unclear how to express information such as the
empirical solar magnetic field as a quadratic penalty. Secondly,
it was impossible to incorporate a more sophisticated and
realistic signal dependent Poisson measurement noise model.
Most importantly, the nonlinear MHD equations cannot be
directly incorporated. The general signal model developed
below is free of these restrictions. Unfortunately, the generality
comes at such great computational expense that existing signal
processing methods quickly become intractable for the high
dimensional solar tomography application.
A. Hidden Markov Signal Model
In the hidden Markov state-space signal model, the unknown
quantity of interest is defined as the discrete-time Markov
random process and the measurements by the
random process . The model is fully defined by the
pdfs
(41)
(42)
(43)
The pdf encompasses all statistical prior knowl-
edge regarding the initial state . The state transition pdf
is a statistical description for the evolution of the
state random process from one time index to the next. Finally,
the forward model pdf is the statistical relationship
between a measurement and the state.
B. Nonlinear Dynamic Inverse Problem Methods
A dynamic tomographic reconstruction may be computed as
the MMSE estimate
(44)
763
where is the posterior pdf of the state of the stellar
atmosphere conditioned on the measurements. The simple form
of (44) belies numerous challenges. For one, (44) requires the
closed-form evaluation of an -dimensional integral, an ana-
lytical intractable problem except in special cases. Straightfor-
ward numerical evaluation of (44) is also intractable because nu-
merical quadrature becomes exponentially more computation-
ally demanding with the state dimension . Secondly, except
in special cases, it is impossible to determine the posterior pdf
in closed form through analysis of the given pdfs
(41)–(43). The posterior pdf may be approximated numerically,
but this also involves -dimensional numerical quadrature.
Computationally tractable approximate methods must be
used to reconstruct the solar atmosphere under the general
hidden Markov signal model. Some research has been devoted
to the application of the EnKF to problems with nonlinear
measurement and state transition models [34], [72], [73].
However, it is difficult to make definitive statements regarding
the optimality, convergence, and general statistical properties
of such methods as they no longer operate within the signal
model in which they were derived. The situation is similar to
the case when the KF is applied to a nonlinear problem through
linearization, a process called the extended KF [31], [74], and
optimality is lost in the process. A more general class of se-
quential Monte Carlo methods called particle filters (PFs) take
a more direct approach at solving the general state estimation
problem. PFs cleverly circumvent the analytically intractable
posterior pdfs by using a method called sequential importance
sampling. PFs operate on samples from a model proposal dis-
tribution that, when properly combined and weighted, form an
approximation that converges to the posterior pdf. Except under
special circumstances, unfortunately, the PF is computationally
tractable only for relatively low-dimensional state-estimation
problems. To date, the PF has been limited to state estimation
problems with only 10s or 100s of state variables [75]–[77] and
is hence currently unsuitable for solar tomography.
VI. CONCLUSIONS
This paper has addressed the tomographic reconstruction
of the 3-D electron density and temperature structure of the
solar corona. Signal processing methods were discussed in
the context of three signal models: static, linear dynamic,
and nonlinear dynamic. Each approach, a signal model and
corresponding signal processing algorithm, offers a tradeoff
between computational complexity and the degree to which
the model captures the true nature of the solar atmosphere,
measurements, and additional side information. Static recon-
struction is tractable with existing techniques, but fails to model
the dynamic corona. The linear dynamic framework models
the linear component of such dynamics, but current algorithms
are too computationally demanding for the dimensionality of
solar tomography. However, a parallel implementation of the
EnKF is possible and a computer cluster may then be leveraged
to enable the reconstruction of the dynamic 3-D corona. The
nonlinear framework may incorporate a full MHD model for
the state evolution to improve the reconstructions. However,
PFs are currently limited to small dimensional problems. New
developments [78] and the application of covariance tapering
764 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008
concepts to PFs may enable the fully general reconstruction of
the time-evolving solar atmosphere.
ACKNOWLEDGMENT
The authors would like to thank R. J. Hewett for carefully
proofreading the document. The MHD simulation of the
emerging magnetic flux is courtesy of Dr. W. Manchester of
the Department of Atmospheric, Oceanic and Space Sciences
at the University of Michigan. The authors would also like to
thank the reviewers for their thorough and insightful remarks.
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pp. 316–334, 2008.
[78] N. Vaswani, “Particle filtering for large dimensional state spaces with
multimodal observation likelihoods,” IEEE Trans. Signal Process., vol.
56, no. 10, pp. 4583–4597, Oct. 2008.
Mark D. Butala (S’00) received the H.B.E.E. de-
gree in electrical engineering from the University of
Delaware, Newark, in 2002 and the M.S. degree in
electrical and computer engineering from the Uni-
versity of Illinois at Urbana-Champaign (UIUC) in
2004, where he is currently pursuing the Ph.D. de-
gree.
Since 2003, he has been a Research Assistant in
the Remote Sensing and Space Sciences Group at the
Coordinated Science Laboratory. His research inter-
ests include the theory of remotely sensed image for-
mation, tomography and biomedical imaging, and Monte Carlo and statistical
signal processing methods.
Mr. Butala received a National Science Foundation Graduate Research Fel-
lowship in 2002, a UIUC Department of Electrical and Computer Engineering
Distinguished Fellowship in 2005, and a UIUC Computational Science and En-
gineering Fellowship and a Massachusetts Institute of Technology Lincoln Lab-
oratories Graduate Fellowship, both in 2008.
Farzad Kamalabadi (M’02) received the B.S. de-
gree in computer systems engineering from the Uni-
versity of Massachusetts, Amherst, in 1991, and the
M.S. and Ph.D. degrees in electrical engineering from
Boston University, Boston, MA, in 1994 and 2000,
respectively.
In 2000, he joined the University of Illinois at
Urbana-Champaign (UIUC), where he is currently
an Associate Professor in the Department of Elec-
trical and Computer Engineering, an Affiliated
Faculty Member in the Department of Statistics, and
a Research Associate Professor at the Coordinated Science Laboratory. In fall
2002, he was a Visiting Fellow with SRI International, and in summer 2003,
he was a National Aeronautics and Space Administration (NASA) Faculty
Fellow with the Jet Propulsion Laboratory, California Institute of Technology,
Pasadena. In 2008, he was a Visiting Professor at the Institut National de
Recherche en Informatique et en Automatique (INRIA), Sophia Antipolis,
France. His research interests include multidimensional and statistical signal
processing, inverse problems in image formation, sensor array processing, and
tomography, and the development of optical and radio sensing and imaging
techniques and their applications to space physics, astronomy, and medicine.
Dr. Kamalabadi received a National Science Foundation (NSF) Fellowship
in 1994, a Best Student Paper Award in 1997, a NASA Fellowship in 1998,
a NSF Faculty Early Career Development (CAREER) Award in 2002, and a
UIUC College of Engineering Xerox Award for Outstanding Faculty Research
in 2006. He is currently a member of the Users and Scientific Advisory Com-
mittee of the Arecibo Observatory and has served in various organizational ca-
pacities, including Session Organizer and Chair for the International Union of
Radio Science special sessions on ionospheric imaging in 2003 and 2004.
Richard A. Frazin received the B.S. degree in
physics, math, and astronomy from the University
of Wisconsin-Madison in 1992, the M.S. in physics
from Georgia State University, Atlanta, in 1994, and
the Ph.D. degree in astronomy from the University
of Illinois at Urbana-Champaign (UIUC) in 2002.
He was an Astrophysicist at the Smithsonian
Astrophysical Observatory in Cambridge, MA,
from 2001–2002 and a Postdoctoral Researcher at
UIUC in the Department of Electrical and Computer
Engineering from 2002 to 2006. In 2006, he joined
the faculty of the Department of Atmospheric, Oceanic and Space Sciences at
the University of Michigan. His research interests include solar physics, inverse
problems in remote sensing (especially tomography of the Sun’s corona) and
statistical signal processing.
766 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, VOL. 2, NO. 5, OCTOBER 2008

Yuguo Chen received the B.S. degree in mathematics

from the University of Science and Technology of
China, Hefei, in 1997 and the Ph.D. degree in statis-
tics from Stanford University, Stanford, CA, in 2001.
He is an Associate Professor in the Department
of Statistics at the University of Illinois at Ur-
bana-Champaign (UIUC). Prior to joining UIUC,
he was an Assistant Professor at the Institute of
Statistics and Decision Sciences at Duke University,
Durham, NC, from 2001 to 2005. His research
interests include Monte Carlo methods, statistical
genetics, and dynamic systems.