high performance computing on graphics processing units: hgpu.org

Multivariate normal mixture models, where a complex statistical distribution is represented by a weighted sum of several multivariate normal probability distributions, have many potential applications including anomaly detection (AD) in hyperspectral (HS) images. The high computational cost of mixture models requires hardware and/or algorithmic acceleration to make AD run in real time. In this paper we describe the concurrency present in the AD algorithm that includes a normal mixture estimation task. We explore the use of graphics processing units (GPUs) for parallel implementation of the algorithm. The GPU implementations provide a significant speedup compared to multi-core central processing unit (CPU) implementations, and enable the algorithm to execute in real time.