Estimation of finite mixtures using the empirical characteristic function

Abstract

A problem which occurs in analyzing LANDSAT scenes is the problem of separating the components of a finite mixture of several distinct probability distributions. A review of the literature indicates this is a problem which occurs in many disciplines, such as engineering, biology, physiology and economics. Many approaches to this problem have appeared in the literature; however, most are very restrictive in their assumptions or have met with only a limited degree of success when applied to realistic situations. A proceudre is investigated with combines the k-L procedure of (Feurverger and McDunnough, 1981) with the MAICE procedure of (Akaike, 1974). The feasibility of this approach is being investigated numerically via the development of a computer software package enabling a simulation study and comparison with other procedures.