Paper
24 October 2007 Robust classification of hyperspectral images
Anne Solberg, Are F. C. Jensen
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Abstract
This paper discusses robust classification of hyperspectral images. Both methods for dimensionality reduction and robust estimation of classifier parameters in full dimension are presented. A new approach to dimensionality reduction that uses piecewise constant function approximation of the spectral curve is compared to conventional dimensionality reduction methods like principal components, feature selection, and decision boundary feature extraction. Computing robust estimates of the decision boundary in full dimension is an alternative to dimensionality reduction. Two recently proposed techniques for covariance estimation based on the eigenvector decomposition and the Cholesky decomposition are compared to Support Vector Machine classifiers, simple regularized estimates, and regular quadratic classifiers. The experimental results on four different hyperspectral data sets demonstrate the importance of using simple, sparse models. The sparse model using Cholesky decomposition in full dimension performed slightly better than dimensionality reduction. However, if speed is an issue, the piecewise constant function approximation method for dimensionality reduction could be used.
© (2007) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Anne Solberg and Are F. C. Jensen "Robust classification of hyperspectral images", Proc. SPIE 6748, Image and Signal Processing for Remote Sensing XIII, 67480O (24 October 2007); https://doi.org/10.1117/12.753095
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Cited by 1 scholarly publication.
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KEYWORDS
Hyperspectral imaging

Principal component analysis

Matrices

Data analysis

Feature selection

Feature extraction

Data modeling

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