Gaussian function 1

Gaussian function
In mathematics, a Gaussian function
(named after Carl Friedrich Gauss) is a
function of the form:

for some real constants a, b, c, and e ≈

2.71828...(Euler's number).
The graph of a Gaussian is a
characteristic symmetric "bell curve"
shape that quickly falls off towards
plus/minus infinity. The parameter a is
the height of the curve's peak, b is the
position of the centre of the peak, and c
controls the width of the "bell". Normalized Gaussian curves with expected value μ and variance σ2. The corresponding
parameters are a = 1/(σ√(2π)), b = μ, c = σ
Gaussian functions are widely used in
statistics where they describe the normal distributions, in signal processing where they serve to define Gaussian
filters, in image processing where two-dimensional Gaussians are used for Gaussian blurs, and in mathematics where
they are used to solve heat equations and diffusion equations and to define the Weierstrass transform.

Properties
Gaussian functions arise by applying the exponential function to a general quadratic function. The Gaussian
functions are thus those functions whose logarithm is a quadratic function.
The parameter c is related to the full width at half maximum (FWHM) of the peak according to

Alternatively, the parameter c can be interpreted by saying that the two inflection points of the function occur at
x = b − c and x = b + c.
The full width at tenth of maximum (FWTM) for a Gaussian could be of interest and is

Gaussian functions are analytic, and their limit as x → ∞ is 0.

Gaussian functions are among those functions that are elementary but lack elementary antiderivatives; the integral of
the Gaussian function is the error function. Nonetheless their improper integrals over the whole real line can be
evaluated exactly, using the Gaussian integral

and one obtains

This integral is 1 if and only if a = 1/(c√(2π)), and in this case the Gaussian is the probability density function of a
normally distributed random variable with expected value μ = b and variance σ2 = c2. These Gaussians are graphed
in the accompanying figure.
Gaussian functions centered at zero minimize the Fourier uncertainty principle.
Gaussian function 2

The product of two Gaussian functions is a Gaussian, and the convolution of two Gaussian functions is again a
Gaussian, with .

Taking the Fourier transform (unitary, angular frequency convention) of a Gaussian function with parameters a,
b = 0 and c yields another Gaussian function, with parameters ac, b = 0 and 1/c. So in particular the Gaussian
functions with b = 0 and c = 1 are kept fixed by the Fourier transform (they are eigenfunctions of the Fourier
transform with eigenvalue 1).
The fact that the Gaussian function is an eigenfunction of the Continuous Fourier transform allows to derive the
following interesting identity from the Poisson summation formula:

Two-dimensional Gaussian function

In two dimensions, the power to which e is
raised in the Gaussian function is any
negative-definite quadratic form.
Consequently, the level sets of the Gaussian
will always be ellipses.
A particular example of a two-dimensional
Gaussian function is

Here the coefficient A is the amplitude, xo,yo

is the center and σx, σy are the x and y
spreads of the blob. The figure on the right
was created using A = 1, xo = 0, yo = 0, σx =
σy = 1.
Gaussian curve with a 2-dimensional domain
In general, a two-dimensional elliptical
Gaussian function is expressed as

where the matrix

is positive-definite.
Using this formulation, the figure on the right can be created using A = 1, (xo, yo) = (0, 0), a = c = 1/2, b = 0.
Gaussian function 3

Meaning of parameters for the general equation

For the general form of the equation the coefficient A is the height of the peak and (xo, yo) is the center of the blob.
If we set

then we rotate the blob by a clockwise angle (for counterclockwise rotation invert the signs in the b coefficient).
This can be seen in the following examples:

Using the following Octave code one can easily see the effect of changing the parameters

A = 1;
x0 = 0; y0 = 0;

sigma_x = 1;
sigma_y = 2;

for theta = 0:pi/100:pi

a = cos(theta)^2/2/sigma_x^2 + sin(theta)^2/2/sigma_y^2;
b = -sin(2*theta)/4/sigma_x^2 + sin(2*theta)/4/sigma_y^2 ;
c = sin(theta)^2/2/sigma_x^2 + cos(theta)^2/2/sigma_y^2;

[X, Y] = meshgrid(-5:.1:5, -5:.1:5);

Z = A*exp( - (a*(X-x0).^2 + 2*b*(X-x0).*(Y-y0) + c*(Y-y0).^2)) ;
surf(X,Y,Z);shading interp;view(-36,36);axis equal;drawnow
end

Such functions are often used in image processing and in computational models of visual system function -- see the
articles on scale space and affine shape adaptation.
Also see multivariate normal distribution.
Gaussian function 4

Multi-dimensional Gaussian function

In an -dimensional space a Gaussian function can be defined as

where is a column of coordinates, is a positive-definite matrix, and denotes

transposition.
The integral of a Gaussian function over the whole -dimensional space is given as

It can be easily calculated by diagonalizing the matrix and changing the integration variables to the eigenvectors
of .
More generally a shifted Gaussian function is defined as

where is the shift vector and the matrix can be assumed to be symmetric, . The
following integrals with this function can be calculated with the same technique,

Gaussian profile estimation

A number of fields such as stellar photometry, Gaussian beam characterization, and emission/absorption line
spectroscopy work with sampled Gaussian functions and need to accurately estimate the height, position, and width
parameters of the function. These are , , and for a 1D Gaussian function, , , and for a
2D Gaussian function. These most common method for estimating the profile parameters is to take the logarithm of
the data and fit a parabola to the resulting data set.[1] While this provides a simple least squares fitting procedure, the
resulting algorithm is biased by excessively weighting small data values, and this can produce large errors in the
profile estimate. One can partially compensate for this through weighted least squares estimation, in which the small
data values are given small weights, but this too can be biased by allowing the tail of the Gaussian to dominate the
fit. In order to remove the bias, one can instead use an iterative procedure in which the weights are updated at each
iteration (see Iteratively reweighted least squares).[1]
Once one has an algorithm for estimating the Gaussian function parameters, it is also important to know how
accurate those estimates are. While an estimation algorithm can provide numerical estimates for the variance of each
parameter (i.e. the variance of the estimated height, position, and width of the function), one can use Cramer-Rao
bound theory to obtain an analytical expression for the lower bound on the parameter variances, given some
assumptions about the data.[2][3]
1. The noise in the measured profile is either i.i.d. Gaussian, or the noise is Poisson-distributed.
Gaussian function 5

2. The spacing between each sampling (i.e. the distance between pixels measuring the data) is uniform.
3. The peak is "well-sampled", so that less than 10% of the area or volume under the peak (area if a 1D Gaussian,
volume if a 2D Gaussian) lies outside the measurement region.
4. The width of the peak is much larger than the distance between sample locations (i.e. the detector pixels must be
at least 5 times smaller than the Gaussian FWHM).
When these assumptions are satisfied, the following covariance matrix K applies for the 1D profile parameters ,
, and under i.i.d. Gaussian noise and under Poisson noise:[2]

where is the width of the pixels used to sample the function, is the quantum efficiency of the detector, and
indicates the standard deviation of the measurement noise. Thus, the individual variances for the parameters are, in
the Gaussian noise case,

and in the Poisson noise case,

For the 2D profile parameters giving the amplitude , position , and width of the profile, the
[3]
following covariance matrices apply:

where the individual parameter variances are given by the diagonal elements of the covariance matrix.
Gaussian function 6

Discrete Gaussian
One may ask for a discrete analog to the Gaussian; this is necessary in
discrete applications, particularly digital signal processing. A simple
answer is to sample the continuous Gaussian, yielding the sampled
Gaussian kernel. However, this discrete function does not have the
discrete analogs of the properties of the continuous function, and can
lead to undesired effects, as described in the article scale space
implementation.

An alternative approach is to use discrete Gaussian kernel:[4]

where denotes the modified Bessel functions of integer order.

This is the discrete analog of the continuous Gaussian in that it is the
solution to the discrete diffusion equation (discrete space, continuous
time), just as the continuous Gaussian is the solution to the continuous The discrete Gaussian kernel (black, dashed),
diffusion equation.[5] compared with the sampled Gaussian kernel (red,
solid) for scales

Applications
Gaussian functions appear in many contexts in the natural sciences, the social sciences, mathematics, and
engineering. Some examples include:
• In statistics and probability theory, Gaussian functions appear as the density function of the normal distribution,
which is a limiting probability distribution of complicated sums, according to the central limit theorem.
• Gaussian functions are the Green's function for the (homogeneous and isotropic) diffusion equation (and, which is
the same thing, to the heat equation), a partial differential equation that describes the time evolution of a
mass-density under diffusion. Specifically, if the mass-density at time t=0 is given by a Dirac delta, which
essentially means that the mass is initially concentrated in a single point, then the mass-distribution at time t will
be given by a Gaussian function, with the parameter a being linearly related to 1/√t and c being linearly related to
√t. More generally, if the initial mass-density is φ(x), then the mass-density at later times is obtained by taking the
convolution of φ with a Gaussian function. The convolution of a function with a Gaussian is also known as a
Weierstrass transform.
• A Gaussian function is the wave function of the ground state of the quantum harmonic oscillator.
• The molecular orbitals used in computational chemistry can be linear combinations of Gaussian functions called
Gaussian orbitals (see also basis set (chemistry)).
• Mathematically, the derivatives of the Gaussian function can be represented using Hermite functions. The n-th
derivative of the Gaussian is the Gaussian function itself multiplied by the n-th Hermite polynomial, up to scale.
For example the first-derivative of the Gaussian is simply the Gaussian multiplied by x.
• Consequently, Gaussian functions are also associated with the vacuum state in quantum field theory.
• Gaussian beams are used in optical and microwave systems.
• In scale space representation, Gaussian functions are used as smoothing kernels for generating multi-scale
representations in computer vision and image processing. Specifically, derivatives of Gaussians (Hermite
functions) are used as a basis for defining a large number of types of visual operations.
• Gaussian functions are used to define some types of artificial neural networks.
• In fluorescence microscopy a 2D Gaussian function is used to approximate the Airy disk, describing the intensity
distribution produced by a point source.
Gaussian function 7

• In signal processing they serve to define Gaussian filters, such as in image processing where 2D Gaussians are
used for Gaussian blurs. In digital signal processing, one uses a discrete Gaussian kernel, which may be defined
by sampling a Gaussian, or in a different way.
• In geostatistics they have been used for understanding the variability between the patterns of a complex training
image. They are used with kernel methods to cluster the patterns in the feature space.[6]

References
[1] Hongwei Guo, "A simple algorithm for fitting a Gaussian function," IEEE Sign. Proc. Mag. 28(9): 134-137 (2011). (http:/ / dx. doi. org/ 10.
1109/ MSP. 2011. 941846)
[2] N. Hagen, M. Kupinski, and E. L. Dereniak, "Gaussian profile estimation in one dimension," Appl. Opt. 46:5374-5383 (2007) (http:/ / dx. doi.
org/ 10. 1364/ AO. 46. 005374)
[3] N. Hagen and E. L. Dereniak, "Gaussian profile estimation in two dimensions," Appl. Opt. 47:6842-6851 (2008) (http:/ / dx. doi. org/ 10.
1364/ AO. 47. 006842)
[4] Lindeberg, T., "Scale-space for discrete signals," PAMI(12), No. 3, March 1990, pp. 234-254. (http:/ / www. nada. kth. se/ ~tony/ abstracts/
Lin90-PAMI. html)
[5] Campbell, J, 2007, The SMM model as a boundary value problem using the discrete diffusion equation (http:/ / dx. doi. org/ 10. 1016/ j. tpb.
2007. 08. 001), Theor Popul Biol. 2007 Dec;72(4):539-46.
[6] Honarkhah, M and Caers, J, 2010, Stochastic Simulation of Patterns Using Distance-Based Pattern Modeling (http:/ / dx. doi. org/ 10. 1007/
s11004-010-9276-7), Mathematical Geosciences, 42: 487 - 517

External links
• Mathworld, includes a proof for the relations between c and FWHM (http://mathworld.wolfram.com/
GaussianFunction.html)
• JavaScript to create Gaussian convolution kernels (http://www.embege.com/gauss/)
• "Integrating The Bell Curve" (http://www.mathpages.com/home/kmath045/kmath045.htm) at
MathPages.com.
• An interactive Gaussian plot (http://peter.freeshell.org/gaussian/)
Article Sources and Contributors 8

Article Sources and Contributors

Gaussian function  Source: http://en.wikipedia.org/w/index.php?oldid=513322103  Contributors: Acroterion, Ae-a, Akhram, AnyFile, AxelBoldt, Bachrach44, Bakken, Bejnar, Blacklemon67,
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MattWatt, Melcombe, Memming, Metacomet, Metalfilter, Michael Hardy, Microcell, Miguel, Naff89, NathanHagen, Nayuki, Nbarth, Nick.wiebe, Oleg Alexandrov, P.jansson, PTT, Paolo.dL,
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