scholarly journals A Gray Scale Correction Method for Side-Scan Sonar Images Based on Retinex

2019 ◽  
Vol 11 (11) ◽  
pp. 1281 ◽  
Author(s):  
Xiufen Ye ◽  
Haibo Yang ◽  
Chuanlong Li ◽  
Yunpeng Jia ◽  
Peng Li

When side-scan sonars collect data, sonar energy attenuation, the residual of time varying gain, beam patterns, angular responses, and sonar altitude variations occur, which lead to an uneven gray level in side-scan sonar images. Therefore, gray scale correction is needed before further processing of side-scan sonar images. In this paper, we introduce the causes of gray distortion in side-scan sonar images and the commonly used optical and side-scan sonar gray scale correction methods. As existing methods cannot effectively correct distortion, we propose a simple, yet effective gray scale correction method for side-scan sonar images based on Retinex given the characteristics of side-scan sonar images. Firstly, we smooth the original image and add a constant as an illumination map. Then, we divide the original image by the illumination map to produce the reflection map. Finally, we perform element-wise multiplication between the reflection map and a constant coefficient to produce the final enhanced image. Two different schemes are used to implement our algorithm. For gray scale correction of side-scan sonar images, the proposed method is more effective than the latest similar methods based on the Retinex theory, and the proposed method is faster. Experiments prove the validity of the proposed method.

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 29416-29428
Author(s):  
Xiaoming Qin ◽  
Xiaowen Luo ◽  
Ziyin Wu ◽  
Jihong Shang

1992 ◽  
Vol 14 (2) ◽  
pp. 125-136 ◽  
Author(s):  
D. C. Mason ◽  
T. P. LeBas ◽  
I. Sewell ◽  
C. Angelikaki
Keyword(s):  

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Qifeng Zhu ◽  
Miman You ◽  
Shan Wu

We extend the heterogeneous autoregressive- (HAR-) type models by explicitly considering the time variation of coefficients in a Bayesian framework and comprehensively comparing the performances of these time-varying coefficient models and constant coefficient models in forecasting the volatility of the Shanghai Stock Exchange Composite Index (SSEC). The empirical results suggest that time-varying coefficient models do generate more accurate out-of-sample forecasts than the corresponding constant coefficient models. By capturing and studying the time series of time-varying coefficients of the predictors, we find that the coefficients (predictive ability) of heterogeneous volatilities are negatively correlated and the leverage effect is not significant or inverse during certain periods. Portfolio exercises also demonstrate the superiority of time-varying coefficient models.


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