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3.3.1

Solving the Euler Equation

The Euler equation (3.25) can be treated as a boundary value problem.   It can also be solved by minimizing the corresponding energy (3.19) because a minimum of the energy is (sufficiently) a solution of the equation (With , the form of the energy needs not to be known in order to minimize it -- see below). The energy minimization approach is chosen here.  

Because both and are bounded below, so is the energy. This means that a minimal solution, and hence a solution to the Euler equation, exists. If is chosen with C=0, the corresponding energy is non-convex with respect to f, and the minimization is subject local minima. See [Blake and Zisserman 1987] for an analysis of convexity in string and membrane models. The following presents a discrete method for finding a local minimum.

Sample the integral interval into m uniformly spaced points: . For clarity and without loss of generality, let us assume that the bounds a and b are re-scaled in such a way that the point spacing is one unit (More advanced numerical methods using varying spacing, such as [Weiss 1990] may be advantageous in obtaining more accurate solutions) i.e.

. Approximate the first derivative by the first order backward difference . Then the energy (3.19) is approximated by

 

where consists of the neighbors of i. Using the gradient-descent method, we can obtain the following updating equation: ,

 

The solution takes prescribed values at the boundary points at i=1 and i=m to meet the boundary condition (3.22) and the values may be estimated from data near the boundaries. With initial , the solution is in the limit .

Equation (3.51) helps us see more of how the DA works. The smoothing at i is due to where . The contributions to smoothing are from the two neighboring points. That from site is proportional to the product of the two factors, and . This is why we relate to the strength of smoothing performed by regularizers. On the other hand, acts as an adaptive weighting function to control the smoothing due to the difference . Therefore we regard it as the interaction. Two more remarks are made: First, the contributions from the two sides, i-1 and i+1 are treated separately or non-symmetrically. Second, the sum of the contributions to smoothing is zero if the three points are aligned when and is even since in this situation .

The updating rule for the adaptive membrane on 2D can be easily derived. In the 2D case (3.42) , there is an additional term in the y dimension. This leads to the following energy

 

Letting leads to the following updating rule

 

where is the set of the four neighboring points (With the 4-neighbour system, the model considers derivatives in the horizontal and vertical directions. With the 8-neighbour system, the regularizer also includes the diagonal derivatives weighted by 1/******) of . The updating on 2D grid can be performed on the white and black sites of a checkerboard alternately to accelerate convergence.

There are three parameters in (3.51) which shall be determined for the DA model: , and . Parameter is related to the convergence of the relaxation algorithm. There is an upper bound for for the system to be stable. There also exists an optimal value for [Blake and Zisserman 1987]. Optimal choices of for quadratic regularization may be made using cross-validation   [Wahba 1980 ; Shahraray and Anderson 1989]. In [Nadabar and Jain 1992], a least squares method [Derina and Elliott 1987] is presented for estimating MRF clique potentials for a LP model. Automated selection of the and parameters for the DA model is an unsolved problem. They are currently chosen in an ad hoc way.

  
Figure 3.3: 3D plots of an image (left) and its reconstruction using DA (right). The plots are drawn after sampling the images at every 4 pixels in both directions into the size of . From (Li 1995b) with permission; © 1995 IEEE.

The DA model with C=0 leads to non-convex dynamic systems and direct minimization using gradient descent only guarantees to find a local minimum. A GNC-like algorithm can be constructed for approximating the global solution; see Section 9.3.



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