Denoising Smooth Signals Using a Bayesian Approach: Application to Altimetry

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Abstract

This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical expression with respect to some parameters. The Bayesian model proposed takes into account the Gaussian properties of the noise and the smooth evolution of the successive signals. In addition, a gamma Markov random field prior is assigned to the signal energies and to the noise variances to account for their known properties. The resulting posterior distribution is maximized using a fast coordinate descent algorithm whose parameters are updated by analytical expressions. The proposed algorithm is tested on satellite altimetric data demonstrating good denoising results on both synthetic and real signals. In comparison with state-of-the-art algorithms, the strategy proposed provides a good compromise between denoising quality and necessary reduced computational cost. The proposed algorithm is also shown to improve the quality of the altimetric parameters when combined with a parameter estimation or a classification strategy.
Original languageEnglish
Pages (from-to)1278-1289
Number of pages12
JournalIEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing
Volume10
Issue number4
Early online date17 Jan 2017
DOIs
Publication statusPublished - Apr 2017

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