Wiener Helstrom Filter
Wiener Helstrom Filter
The Wiener-Helstrom filter The (linear, shift invariant) imaging equation is expressed in the spatial domain as
g x, y
f x , y h x x , y y dx dy
n x, y
(1)
Use of the convolution theorem gives the frequency domain equivalent directly as
G kx , k y H kx , k y F kx , k y N kx , k y
(2)
The basic image restoration problem is to form some estimate of the input distribution f x, y that approximates the actual distribution f x, y as closely as possible. An intuitive and well-defined measure is to choose f x, y so as to minimise the overall mean square error defined as
Q f x, y
2
f x, y
dxdy
(3)
where the angle brackets denote averaging over any stochastic variation in the estimate f x, y . The Wiener-Helstrom filter starts by transforming equation (3) into its frequency domain equivalent. Parsevals theorem states that
2 2
f x, y
dxdy
F kx , k y
dk x dk y
(4)
F kx , k y
dk x dk y
(5)
The Wiener-Helstrom filter is linear and we therefore posit a filter Y k x , k y such that our estimate is formed by multiplying the output spectrum by the filter F kx , k y Y kx , k y G kx , k y
(6)
Fundamentals of Digital Image Processing a practical approach with examples in Matlab Chris Solomon and Toby Breckon
Substituting equations (2) and (6) into equation (5) (and dropping the explicit dependence of each term on kx and k y for brevity), we obtain
Q dk x dk y HF N Y *Y HF
*
Y HF
N F * F HF
N Y * F *F
(7) We note at this juncture that the input distribution and the noise are the unknown * quantities and thus treated as stochastic. Making use of the relation AB B* A* equation (7) may be expressed as
Q Q dk x dk y dk x dk y F *H * N * Y *Y HF N Y HF N F * F F *H * N *Y *YN F *F N * Y * F *F
F * H *Y *YHF YHFF *
F * H *Y *YN FF * H *Y *
N *Y *YHF FN * Y *
Y NF *
(8) We can factor out the non-stochastic terms from the averaging brackets to write this as
Y *Y H Q dk x dk y
2
F *F
Y *YH * F * N
Y *YH N * F Y * FN *
Y *Y N * N F *F
YH FF *
Y NF *
H *Y * FF *
(9)
It is a reasonable assumption to assume that there is no statistical correlation between the unknown input distribution represented by F and the noise process represented by N. Certainly, there is no physical basis for this in real imaging systems. Accordingly, we may set NF * FN * 0 . Equation (8) then reduces to
Q dk x dk y Y *Y H WF Y *YWN YHWF
2
H *Y *WF WF
2
(10)
N kx , k y
There are two possible (and in fact equivalent) routes to minimising Q in equation 9 for the unknown filter Y. For the reader familiar with methods of variational calculus, we note that the integrand in eq (9) is a functional, in which we seek that function Y which will minimise the integral. In general this functional may have explicit dependencies on Y, derivatives of Y and the spatial frequency variables kx , k y , we thus write -
Fundamentals of Digital Image Processing a practical approach with examples in Matlab Chris Solomon and Toby Breckon
Y *Y H WF Y *YWN YHWF
H *Y *WF WF
(11)
We can then use the standard Euler-Lagrange solution for a single function of 2 variables, namely
L Y* d dk x L Yk x d dk y L Y 0
(12)
Since the functional L has no explicit dependence on Ykx and Yk y , this reduces simply to
L Y
Thus,
(13)
L Y *Y H WF L Y Y * H WF
2
H *Y *WF WF
(14)
H *WF H WF WN
2
(15)
A second more direct approach to the solution in this particular case is to consider small perturbation/variations in the function Y, Y Y Y and demand that the corresponding variation in the functional as L L L is stationary (i.e. zero). Starting from equation (11), we thus have L Y *Y H WF Y *YWN YHWF L Y * Y H WF YWN
2 2
H *Y *WF WF Y Y * H WF Y *WN
2
H *WF
(16)
HWF 0
H *WF H WF WN
2
(17)
Fundamentals of Digital Image Processing a practical approach with examples in Matlab Chris Solomon and Toby Breckon
Substitution of eq. (17) back into eq. (10) shows that the mean-square error obtained is
H WF2 H WF WN
2 2
dk x dk y
H WF2 H WF WN
2
H WF2 H WF WN
2
WF
H WF WN H WF WN
2
which simplifies to
WFWN H WF WN
2
dk x dk y
(18)