368 IEEE GEOSCIENCE AND REMOTE SENSING LETTERS, VOL. 4, NO.

3, JULY 2007

On the Distribution of the Estimated Coherence

Saralees Nadarajah

Abstract—The recent paper by Abdelfattah and Nicolas pro- where 2 F1 denotes the Gauss hypergeometric function
posed a novel coherence magnitude estimator and studied its prop- defined by
erties. Here, we derive simpler and more explicit expressions for
four of the properties that were studied: 1) the probability density ∞
 (a)k (b)k xk
function; 2) moments; 3) Mellin transform; and 4) second-kind 2 F1 (a, b; c; x) = (2)
moments. We establish numerical efficiency of these expressions (c)k k!
k=0
and provide simple Maple programs for inversion. We expect that
the results presented here could enhance applicability of the new where (e)k = e(e + 1) · · · (e + k − 1) denotes the as-
estimator.
cending factorial (see [2] for a detailed derivation).
Index Terms—Coherence magnitude estimator, inversion, 2) Second, the first moment of d is given in [1, eq. (11)] as
Mellin transform, moments, probability density function (pdf),
second-kind moments, synthetic aperture radar (SAR). Γ(N )Γ(3/2)
E(d) = (1 − D2 )N
Γ(N + 1/2)
I. I NTRODUCTION  
3 1
× 3 F2 , N, N ; N + , 1; D2 (3)
2 2
S UPPOSE one has two synthetic aperture radar (SAR) sig-
nals z1 and z2 assumed to follow a complex Gaussian dis-
tribution with zero means. It is well known that the coherence where 3 F2 denotes the hypergeometric function de-
magnitude between z1 and z2 is D = |γ|, where fined by
∞
 (a)k (b)k (c)k xk
E [z1 z2∗ ] 3 F2 (a, b, c; d, e; x) =
γ=

(d)k (e)k k!
E [|z1 |2 ] E [|z2 |2 ] k=0

(see [2] for a detailed derivation).

where E[·] and ∗ denote the operations of expectation and con- 3) Third, the Mellin transform of d (also referred to as the
jugate, respectively. In practice, the expectations need to be es- second-kind characteristic function of d) defined by
timated from observed values. If {(z1,i , z2,i ), i = 1, 2, . . . , N }
is a random sample of (z1 , z2 ) and N is the number of pixels, ∞
then the sample coherence estimator is d = |γ̂|, where φ(s) = xs−1 p(x)dx
0

N
∗
z1,i z2,i when the integral converges is given in [1, eq. (15)] as
i=1
γ̂ =   .

N 
N Γ(N )Γ ((s + 1)/2)
φ(s) = (1 − D2 )N
|z1,i |2 |z2,i |2 Γ (N + (s − 1)/2)
i=1 i=1  
s+1 s−1 2
× 3 F2 , N, N ; N + , 1; D . (4)
The recent paper by Abdelfattah and Nicolas [1] proposed 2 2
a “novel coherence magnitude estimator obtained from the
method of moments” and studied its various properties. In 4) Finally, Abdelfattah and Nicolas [1] considered the
this letter, we concentrate on four of the properties that were second-kind moments defined by

studied. dn φ(s) 
mn = (5)
1) First, the probability density function (pdf) of the coher- dsn s=1
ence estimator d is given in [1, eq. (10)] as
for n ≥ 1. Their paper claimed that analytical expressions
2 N 2 N−2 2 2 for (5) cannot be obtained.
p(d) = 2(N −1)(1−D ) d(1−d ) 2 F1 (N, N ; 1; d D )
(1) In this letter, we derive simpler and more general expressions
for these four properties. We derive elementary expressions
for the pdf p(d) in (1) (see Section II). We derive simpler
expressions for the nth moment E(dn ) (see Section III). We
Manuscript received September 21, 2006; revised January 13, 2007.
The author is with the University of Manchester, M60 1QD Manchester, U.K. derive a simpler expression for the Mellin transform φ(s) in
Digital Object Identifier 10.1109/LGRS.2007.895710 (4) (see Section IV). We derive explicit expressions for mn

1545-598X/$25.00 © 2007 IEEE

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NADARAJAH: ON THE DISTRIBUTION OF THE ESTIMATED COHERENCE 369

in (5) that are applicable for any n (see Section V). Finally, as one can calculate (8) as
an application, we establish numerical efficiency of the derived
N
 −1  2
expressions as well as provide simple programs for inverting N −1
E(dn ) = (N − 1)D−n−2 (1 − D2 )N
the expressions obtained for E(d) and m1 (see Sections VI k
k=0
and VII).
N
 −2    
N −2 n
× (−1)l D−2l BD2 k+l+1+ ,−2N . (10)
l 2
II. PDF OF THE E STIMATED C OHERENCE l=0

Using 2 F1 (a, b; c; z) = (1 − z)c−a−b 2 F1 (c − a, c − b; c; z) If n is an even number, then (10) takes the elementary form
and the definition given by (2), one can reduce (1) to the
N
 −1  2
elementary form N −1
E(dn ) = (N − 1)D−n−2 (1 − D2 )N
k
k=0
p(d) = 2(N − 1)(1 − D2 )N d(1 − d2 )N −2 −2  k+l+n/2
N
 N −2  k+l +n/2
× (1 − d2 D2 )1−2N 2 F1 (1 − N, 1 − N ; 1; d2 D2 ) × (−1)l D−2l (−1)m
l m=0
m
l=0
= 2(N − 1)(1 − D2 )N d(1 − d2 )N −2 (1 − d2 D2 )1−2N
1 − (1 − D2 )2−2N +m
∞
 (1 − N )k (1 − N )k d2k D2k × . (11)
× 2N − 2 − m
k!k!
k=0 Then, (10) and (11) are compared with (3). These expressions
N
 −1  2 are simpler and more general.
N −1
= 2(N − 1)(1 − D2 )N
k
k=0
IV. M ELLIN T RANSFORM OF THE E STIMATED C OHERENCE
2k 1+2k 2 N −2
×D d (1 − d ) (1 − d2 D2 )1−2N (6)
It follows directly from (10) that the Mellin transform of d is
−1  2

N )k = 0 for all
(1 −
where the last step follows by noting that N

−s−1 2 N N −1
k ≥ N and that (1 − N )k /k! = (−1)k Nk−1 . If N > 2, then φ(s) = (N − 1)D (1 − D )
k
(6) can be reduced further to k=0
N
 −2    
N −2 s+1
N
 −1  2 × (−1)l D−2l BD2 k+l+ ,−2N . (12)
N −1 l 2
p(d) = 2(N − 1)(1 − D2 )N D2k l=0
k
k=0
Then, (12) is compared with (4).
N
 −2  
N −2
× (−1)l d1+2k+2l (1 − d2 D2 )1−2N . (7)
l V. S ECOND -K IND M OMENTS OF THE
l=0
E STIMATED C OHERENCE
Then, (6) and (7) are compared with (1). Using (5) and (12), it follows that
N
 −1  2
−1 2 N N −1
III. M OMENTS OF THE E STIMATED C OHERENCE mn = (N − 1)D (1 − D )
k
k=0
Using (7), the nth moment of d can be expressed as
N
 −2  
N −2
N−1  2 × (−1)l D−2l A(n) (13)
 N −1 l
n 2 N 2k l=0
E(d ) = 2(N −1)(1−D ) D
k
k=0 where
N−2   1  
 N −2 dn s+1 
× (−1)l
dn+1+2k+2l (1 − d2 D2 )1−2N dd. A(n) = D −s
B k + l + , −2N  . (14)
l
(8)
ds n D 2
2 
s=1
l=0 0
Using the product rule for differentiation, one can write (14) as
Setting x = d D 2 2
and using the incomplete beta function n 
 dn−u 
defined by A(n) = (−ln D)u D−1 2u−n B (a,−2N ) .
da n−u D 2

u=0 a=k+l+1
x (15)
Bx (a, b) = wa−1 (1 − w)b−1 dw (9) There are many formulas for calculating the derivative of
0 the incomplete beta function in (15). For instance, it is

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370 IEEE GEOSCIENCE AND REMOTE SENSING LETTERS, VOL. 4, NO. 3, JULY 2007

known that the first two derivatives of Bx (a, b) with respect Using the relationship
to a are as follows:
dBx (a, b) Bz (a, b) = a−1 z a 2 F1 (a, 1 − b; a + 1; z)
= Bx (a, b) ln x − xa Γ2 (a)
da
× 3 F2 (a, a, 1 − b; a + 1, a + 1; x) (16) an equivalent representation for (19) is

and N−1  2 N−2  

 N −1  N −2
2
d Bx (a, b) E(d) = (N −1)(1−D2 )N D2k
= 2Γ2 (a)xa k=0
k
l=0
l
da2
 
× {Γ(a) 4 F3 (a, a, a, 1−b; a+1, a+1, a + 1; x) (−1)l 3 5 2
× 2 F1 k + l + , 1 + 2N ; k + l + ; D . (20)
− ln x 3 F2 (a, a, 1−b; a+1, a+1; x)} k + l + 3/2 2 2
+ ln2 xBx (a, b)
Now, consider (13) for the case n = 1. Using (16), one can
where 4 F3 denotes the hypergeometric function defined by calculate A(1), which is given by (14) and (15), as
∞
 (a)k (b)k (c)k (d)k xk
4 F3 (a, b, c, d; e, f, g; x) = . 1
(e)k (f )k (g)k k! A(1) = − D2k+2l+1 Γ2 (k + l + 1) 3 F2
k=0 2
In general, the nth-order derivative of Bx (a, b) with respect × (k + l + 1, k + l + 1, 1 + 2N ;
to a is k + l + 2, k + l + 2; D2 ). (21)
 n  
dn Bx (a, b) a n n
= x ln xΓ(a) j!(−1)j Γj (a)(ln x)−j Substituting (21) into (13) for n = 1, one has
dan j=0
j
× j+2 Fj+1 (a1 , a2 , . . . , aj+1 , 1− b; a1 N −1  2
N −1  N −1
+ 1, a2 +1, . . . , aj+1 +1; x) (17) 2 N
m1 = (1 − D )
2 k
k=0
where j+2 Fj+1 denotes a hypergeometric function of the same N −2  
type as aforementioned, and a1 = a2 = · · · = an+1 = a. Com-  N −2
× D2k (−1)l+1 Γ2 (k + l + 1) 3 F2
bining (13), (15), and (17), one has an explicit expression for l
l=0
mn for any n.
× (k + l + 1, k + l + 1, 1 + 2N ;

VI. P ROGRAMS FOR I NVERSION k + l + 2, k + l + 2; D2 ). (22)

Here, we consider the problem of inverting the expressions

obtained for E(d) and m1 . Abdelfattah and Nicolas [1] per-
formed this by solving the equations E(d) = c and m1 = c for
given N and c when E(d) is given by (3) and m1 is given by
m1 = 2(N − 1)(1 − D2 )N
1
× ln(d)d (1 − d2 )N −2 2 F1 (N, N ; 1; d2 D2 )dd.
0
The expressions given by (20) and (22) are relatively simple,
and built-in routines for their numerical computation are widely
available. The two procedures invert1(N, c) and invert2(N, c),
which are listed in the Appendix, will return the solutions of
E(d) = c and m1 = c, respectively, for given N and c when
E(d) and m1 are given by (20) and (22), respectively. The
procedures are written in Maple.
(18)

Abdelfattah and Nicolas [1] also proposed a “lookup table” VII. N UMERICAL P ERFORMANCE
method for solving the equations. The latter approach is old Here, we assess the numerical performance of (20) and (22)
fashioned and can be inefficient and inaccurate. A better ap- versus the corresponding expressions used by [1]. We per-
proach for inversion is to solve the equations E(d) = c and formed this by comparing the CPU times taken to compute the
m1 = c with E(d) and m1 given by the simpler expressions respective expressions for the values of N and D in [1, Table 3].
derived in Sections III and V. In the case n = 1, (10) is The CPU times (in seconds) taken for 1000 computations of (3)
reduced to and (20) are shown in Table I, whereas those for 1000 com-
N
 −1  2 putations of (18) and (22) are shown in Table II. The com-
−3 2 N N −1 putations were performed using Maple under a Windows XP
E(d) = (N − 1)D (1 − D )
k 2000 operating system. It is evident that the time taken to
k=0
N
 −2    compute (20) and (22) is consistently smaller. Thus, besides
N −2 3
× (−1)l D−2l BD2 k + l + ,−2N . (19) being simpler and more explicit, the use of (20) and (22) is more
l 2 efficient.
l=0

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NADARAJAH: ON THE DISTRIBUTION OF THE ESTIMATED COHERENCE 371

TABLE I TABLE II
CPU TIMES TO COMPUTE E(d) CPU TIMES TO COMPUTE m1

A PPENDIX invert2 := proc(N, c)

local tt, ttt;
The following procedures in Maple can be used to invert ttt := (binomial(N − 1, k)) ∗ ∗2 ∗ binomial
E(d) = c and m1 = c when E(d) and m1 are given by (20) and (N − 2, l) ∗ (−1) ∗ ∗(l + 1) ∗ D ∗ ∗(2 ∗ k);
(22), respectively. The electronic versions of these procedures ttt := ttt ∗ GAMMA(k + l + 1) ∗ ∗2;
can be obtained by contacting the author. ttt := ttt ∗ hypergeom([k + l + 1, k + l + 1, 1 + 2 ∗ N],
[k + l + 2, k + l + 2], D ∗ D);
invert1 := proc(N, c) tt := 0.5 ∗ (N − 1) ∗ (1 − D ∗ D) ∗ ∗N ∗ sum
local tt, ttt; (sum(ttt, l = 0 . . . (N − 2)), k = 0 . . . (N − 1));
ttt := (binomial(N − 1, k)) ∗ ∗2∗ fsolve(tt = c, D = 0 . . . 1);
binomial(N − 2, l) ∗ (−1) ∗ ∗l ∗ D ∗ ∗(2 ∗ k); end proc;
ttt := ttt ∗ (1/(k + l + 3/2))∗
hypergeom([k + l + 3/2, 1 + 2 ∗ N],
[k + l + 5/2], D ∗ D); R EFERENCES
tt := (N − 1) ∗ (1 − D ∗ D) ∗ ∗N∗ [1] R. Abdelfattah and J.-M. Nicolas, “Interferometric SAR coherence magni-
sum(sum(ttt, l = 0 . . . (N − 2)), tude estimation using second kind statistics,” IEEE Trans. Geosci. Remote
Sens., vol. 44, no. 7, pp. 1942–1953, Jul. 2006.
k = 0 . . . (N − 1)); [2] R. Touzi and A. Lopes, “Statistics of the stokes parameters and of the
fsolve(tt = c, D = 0..1); complex coherence parameters in one-look and multilook speckle fields,”
end proc; IEEE Trans. Geosci. Remote Sens., vol. 34, no. 2, pp. 519–531, Mar. 1996.

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