BLOCK-DIAGONAL REPRESENTATIONS FOR COVARIANCE-BASED ANOMALOUS CHANGE DETECTORS

We use singular vectors of the whitened cross-covariance matrix of two hyper-spectral images and the Golub-Kahan permutations in order to obtain equivalent tridiagonal representations of the coefficient matrices for a family of covariance-based quadratic Anomalous Change Detection (ACD) algorithms. Due to the nature of the problem these tridiagonal matrices have block-diagonal structure, which we exploit to derive analytical expressions for the eigenvalues of the coefficient matrices in terms of the singular values of the whitened cross-covariance matrix. The block-diagonal structure of the matrices of the RX, Chronochrome, symmetrized Chronochrome, Whitened Total Least Squares, Hyperbolic and Subpixel Hyperbolic Anomalous change detectors are revealed by the white singular value decomposition and Golub-Kahan transformations. Similarities and differences in the properties of these change detectors are illuminated by their eigenvalue spectra.