SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

The noncentral Wishart distribution: properties and application to speckle imaging.

Author(s)

Jean-Yves Tourneret	University of Toulouse, IRIT/ENSEEIHT/TéSA
Andréa Ferrari	University of Nice
Gérard Letac	University of Toulouse, LSP

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Abstract

Whereas central Wishart distributions have been extensively studied in the literature, the related noncentral distributions have received less attention. This paper studies interesting properties of these noncentral Wishart distributions such as closed form expressions for the moments. This work is motivated by the fact that this distribution plays a central part in the modeling of images corrupted by speckle. More precisely, the multivariate distribution of the intensity arising from a nonzero mean Gaussian wavefront amplitude is the diagonal of a noncentral Wishart distribution. Two examples interesting for synthetic aperture radar imaging and optical imaging through turbulence are discussed.