ANALYSIS OF AN ITERATIVE DYNAMIC PROGRAMMING APPROACH TO

2-DPHASE UNWRAPPING
Lei fink, BrendanJ. FEY, RalfKoetter', David C. Munson, Jr?

1. Dept. of ElecUical & Computer Engineering. University of Illinois at Urbana-Champaign. Urbana, IL 61801. USA
2. Dept. of Electrical & Computer Engineering,University of Toronto. Toronto, Ontario M5S 3G4. Canada

ABSTRACT
In this paper, we consider a novel Bayesian approach
to 2-D phase unwrapping. The phase is unwrapped accord-
ing to a maximum a posteriori (MAP)rule, where the esti-
mate is made through a form of 2-D dynamic programming.
The approach uses structured iterated conditional modes to
achieve good performance without examining a large num-
ber of states in the dynamic system. We analyze the perfor-
mance of the approach by transforming the problem to one
of decoding a convolutional code. An example with seven
states in the dynamic program is given. We derive an ap-
proximate upper bound for probability of pixel error based
on a Gaussian Markov random field model. Monte Carlo
simulation results show that the bound offers a good ap-
proximation to the probability of error. A comparison with
other phase unwrapping techniques on a real data set sug-
gests that the new approach is superior.
1. INTRODUCTION
Interferometric processing has been widely used for terrain
height estimation in synthetic aperture radar (SAR) Ill, wa-
terlfat decomposition in magnetic resonance imaging (MRI)
[2], and measurement of wavefront distortion in adaptive
optics [3]. In these applications. the phase in a complex
number C = A ( z ,y) exp[iZr$(z, y)] is related to a phys-
ical quantity of interest. In order to extract phase informa-
tion. 2m,!~= tan-'(Im[C]/Re[C]) is computed. This prin-
ciple phase value differs from the true phase 2 4 by an un-
known integer multiple of 271. which makes phase unwrap-
ping necessary to retrieve the physical information from the
measurement. Two-dimensional phase unwrapping is es-
pecially difficult compared to one-dimensional unwrapping
due to the path-independent requirement. which is math-
ematically equivalent to the imposition of zero-curl con-
straint 141.
Much research has been done on 2-D phase unwrap-
ping. Approaches mainly can he divided into three cat-
egories: minimum norm 151, branch-cut 161, and network
This work was supported under NSF gant CCR01-05719.
flow [7] methods. The minimum norm method defines and
minimizes a norm that penalizes nonsmooth solutions. For
an appropriate 12-norm, the minimization can be efficiently
computed by FFT, DCT or multigrid methods. However, the
least-squares solution can deviate substantially from the true
phase if noise is large or data is discontinuous [SI. In the
branch cut method, the path-independent regions are identi-
fied and unwrapping is performed within these regions. The
solution is robust to sheared or noisy phase data in general.
The network flow method converts the phase unwrapping
problem to a discrete optimization problem using network
flow theory. Here, the goal of optimization is to minimize
overall discontinuity. An appropriate choice of discontinu-
ity function is important.
We proposed a new iterative dynamic programming ap-
proach to 2-D phase unwrapping in [9]. We take a Bayesian
point of view. The 2-D optimization is approximated by an
iterative set of 1-D dynamic programs, typically along rows
and columns of the image. This paper provides an analysis
of this new approach. In particular, we derive an approxi-
mate upper hound for the probability of pixel error.
This paper is organized as follows. Section 2 defines
a mathematical model for phase unwrapping. The iterative
dynamic programming approach is introduced in Section 3.
In Section 4, the performance of the algorithm is analyzed.
In Section 5. experimental results are presented. Finally,
conclusions are given in Section 6.
2. MATHEMATICALMODEL
Suppose the unwrapped phase can be modeled as a first-
order Gaussian Markov random field (GMRF) [lo]:
where p(r$',') is the distribution of the reference pixel (1,l)
which offsets all other phases by The normalized phase

0-7803-7622-6/02/$17.00 02002 IEEE I11 - 829 IEEE KIP 2002

@,j,at pixel ( i , j ) ,can be wittenas
where $,j is the principle value falling within (-0.5.0.51,and
k,j is an integer called the wrap count. Thejoint distribution
of the 4,j and L;j is given by substituting $,,j k;,j for
$ ; , j , pixel by pixel. We then estimate the set of unknown
k,j, denoted by vector E. using the maximum a posteriori
(MAP) estimator
L = argmpp(*lE)p(E)
- the MAP estimator of (3), the metric increment is
- 2
($.z , j. + k.t , j. - G.
%,]-I - k;,j-1) I.
This result is intuitively satisfying because the estimated
values of adjacent pixels are more likely to be closer to-
gether than further apart.
3. SICM ALGORITHM BASED ON DYNAMIC
PROGRAMMING
Our objective is to find E that minimizes (3). If all the
wrap counts are within the range [-K,K], an optimal method
would be to search the (2K l)MN + possibilities for the
maximum if the image is of size M by N . Obviously, such
computation would be prohibitive for realistic MN. We re-
sort to a suboptimal hut simpler alternative which searches
intermediate shifts k;,, = 0.+l. and -1. but iterates by re-
peating this resrricted search K times. Hence = CL, k@) L stage except the one giving the minimum accumulated cost.
where the iteration is indexed as t. This is a so-called greedy
approach. The number of searches is 3 M N per iteration,
which still increases exponentially with image size. How-
ever, we use a form of two-dimensional dynamic program-
ming to further reduce the computation to a linear function
of image size.
We process W rows at a time, from top to bottom of the
image, which completes one iteration of the approach. We
then process W columns at a time, from left to right. We re-
peat the procedure until the image does not change. When
processing the W rows, we use dynamic programming to
search for an optimal k within the W rows and update the
image by adding k. To formulate the two-dimensional un-
wrapping as a dynamic programming problem, we show an
example with W = 2 in Fig. 1. The state is defined as
s ( i , j ) = (k;-l,j, k;,j). If we assume that the difference in
k between adjacent pixels does not exceed one, then there
are seven states in the dynamic program. We define a metric
to measure the cost as the dynamic program proceeds from
one stage to the next (which corresponds to moving the win-
dow in Fig. 1 to the right by one pixel). The accumulated
+ Fig. 1. Sliding window
metric of state s ( i ,j) is defined as
d s ( i , j ) = min[d,,(i,j - 1) + A d 8 , , 8 ( i , j ) ] ,
8'
(4)
wheres'(i,j-1) istheoldstate(ki-l,j-l, k;,j-~)andfrom
(3)
Ads,,s(i,j) = (Gi-~,j+k;-~,j-4;-~,j-~-ki-~,j-~)'
+ (4i.j+ k,j - G;-I,~ - k 1 . j ) 2
+ ($i,j + k,,j - $i,j-1 - ki,j-1)2
+ ($;-i,j +ki-i,j -$;-2,j -ki-z,j)2
+ P k t j +Pk;-i,j, (5)
where p is a weight that takes previous iterations into ac-
count. Equation (5) corresponds to a row-by-row. top-to-
bottom raster scan. To reduce directional effects, we alter-
nate the raster scan from iteration to iteration. The last two
terms penalize values that are different from the estimates
from the previous iteration. We call the approach structured
iterated conditional modes (SICM) because it is a modified
ICM [lll. As the algorithm proceeds through the trellis,
all of the paths entering each state are pruned away in each
We also keep track of the surviving paths H 8 ( i , j )as
{&(id} = { f f S , ( & j - 1),&d}, (6)
where
$ ( i , j ) = argmin[d,,(i,j
S'
- 1)+ Ads,,s(i,j)]. (7)
At the end of the two rows, k is determined by tracing the
states along the surviving paths. Increasing the number of
states in the dynamic system can improve the unwrapping
performance. but also increases the computational complex-
ity.
The approach can be implemented efficiently in terms
of memory usage because the memory at each stage of the
dynamic program can be reused in the next stage.
4. PERFORMANCEANALYSIS
In this section, we shall demonstrate how to bound directly
the probability of pixel error for the SICM algorithm. In
111 - 830
 rf2
Fig. 2. Definition of c
k, 4 CIc2 cl s lqk,

our derivation. we use p = 0 and assume perfect feedback,
which means no errors from either previous rows or itera-
tions affect the current decision. Figure 2 uses a window
of size 2 as an example. We can easily generalize to larger
windows. Define c3, c2, c1 and c,, as
Fig. 3. Trellis of the binary linear program
model satisfying the assumptions can be used. In the case
of a GMRF, Pd can be approximated by

J;i
pd 2Q(s), (14)

if U , the variance of A 4 defined in (1). is small. In order to

see how tight the bound is, we ran Monte Carlo simulations
based on the GMRF model and calculated the probability of
There is only one term in CO because the other term from pixel error. Figure 4 plots both the simulation results and
the previous row has been considered in the update $ and
is taken to be zero here. The observation is then written as
the upper bound on PER as a function of V = 10 log,, &,
We see that the bound provides a good approximation to the
+
A$ = c Ad. This is similar to decoding a convolutional simulated PER.
code, where A$ corresponds to additive noise of a channel.
However, the '"noise" is not white because of the zero-curl
constraint, so that

For tractability, we approximate this conditional probability

to be a product of uncoupled factors as given on the first line
in (12) and disregard the second line.
As assumed in Section 3. c takes values +1, -1, or 0.
"*. .. I I. I
"Le,
U . U

Based on the MAP decision rule, the probability of choos-

ing +l(-l)conditioned on c = -l(+l) is usually small.
Therefore, we take both c and k modulo 2 so that + I and
-1 become the same symbol, in which case the program be-
comes binary and linear. The corresponding trellis is given
in Fig. 3, where the four digits in each branch are c3czc1c,,,
We define pixel error rate (PER) as the probability of
pixel error. For a binary-input, output memoryless channel,
an upper bound on the PER is given by
1a q D ,I )
PER 5 -~ ar Ir=l.Dd=Pd (13)
w h e r e T ( D , I ) is thetransfer function [12], whichisapoly-
nomial in D and I. and Pd is the probability of unmerged
segments at distant d from the correct path. In our deriva-
tion, we did not use a specific model for A$. Hence, any
Fig. 4. Upper Bound
5. EXPERIMENTAL RESULTS
To assess the performance of the new approach, we tested
our algorithm on real interferometric SAR data (with terrain
height ranging from 0 to 1OOm) obtained from Sandia Na-
tional Laboratory. Using interferometric SAR. the terrain
height h is related to 4 through [4]
AD
h zz -4, (15)
B
where B is the antenna baseline, X is wavelength. and D is
the distance from the antennas to the scene. Figure 5 shows
images of wrapped phase and reconstructed terrain using

I11 - 831

(a) Wrapped data (b) Terrain after phase unwrapping
Fig. 5. Experimental Results
the new SICM algorithm. To compare our approach with
other algorithms, we calculated wrapped-phase data sets for
many different values of R = 9. We unwrapped these
data sets using the new approach as well as three compet-
ing approaches. Figure 6 compares the mean squared error
Fig. 6. Comparison of MSE
(MSE) of the SICM algorithm. the least-squares algorithm
[5]. Flynn's minimum discontinuity algorithm [71. and the
branch-cut algorithm [6].The new algorithm is seen to be
superior.
6. CONCLUSIONS
A novel 2-D phase unwrapping approach was considered.
The approach models the true phase as a GMRF and searches
for the MAP estimate of the wrap count using dynamic pro-
gramming. We analyzed the performance of the approach
under certain assumptions. Simulations show promising per-
formance. We are currently working on the performance
analysis for nonzero feedback.
I11 - 832
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