Stochastic Complexity of Rayleigh and Rician Data with Normalized Maximum Likelihood

The Rician distribution, which arises in radar, communications, and magnetic resonance imaging, is characterized by a noncentrality parameter and a scale parameter. The Rayleigh distribution is a special case of the Rician distribution with a noncentrality parameter of zero. This paper considers generalized hypothesis testing for Rayleigh and Rician distributions using Rissanen’s stochastic complexity, particularly his approximation employing Fisher information matrices. The Rayleigh distribution is a member of the exponential family, so its normalized maximum likelihood density is readily computed, and shown to asymptotically match the Fisher information approximation. Since the Rician distribution is not a member of the exponential family, its normalizing term is difficult to compute directly, so the Fisher information approximation is employed. Because the square root of the determinant of the Fisher information matrix is not integrable, we restrict the integral to a subset of its range, and separately encode the choice of subset.