Questions tagged [matrix]

is a mathematical object to be recorded in a [usually] rectangular array of elements of ring or field, which (table) is a set of rows and columns are located at the intersection of its elements. The number of rows and columns specify the size of the matrix.

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20 views

Constructing a Hankel matrix for n4sid with multiple inputs\outputs

I am trying to construct a Hankel matrix to write my own code for n4sid algorithm (page 47 and 22). $ \mathcal{H}= \underbrace{\begin{pmatrix} U_{0|2i-1}\\ Y_{0|2i-1} \end{pmatrix} / \sqrt{j} }_{2(m+l)...
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Signal Processing on non-Euclidean domains

I have a very simple yet fundamental question. Suppose I have a vector of data $x \in \mathbb{R}^N$. Without additional information, I guess the majority of people think this vector as defined over ...
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1answer
178 views

Proving that the uncertainty can not increase during the update step of a Kalman filter - positive semidefiniteness

I am trying to prove mathematically that the update step in a Kalman filter can not result in a increase in uncertainty. I found the following proof which is based on the inversion lemma and the ...
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1answer
50 views

how do you know if your matrix is sparse after sparsifying transform?

To successfully compress the data using Compressive Sensing method, I need to have sparse vector, theoretically a vector is sparse if the entries of the vector has many zero or nearly zero. My ...
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1answer
44 views

Is it possible to detect the sparse vector based on a non-invertible matrix

Given a non-invertible matrix $X \in \mathbb{R}$, let's say that matrix is, e.g. : $X = \begin{bmatrix} 0.7500& -0.2500 &-0.2500 & -0.2500 \\ -0.2500& 0.7500& -0.2500 & -0....
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Estimating Correlation Matrices

I am trying to obtain the correlation matrices of two random signals. Both of them, $ X $ and $ Y $, are white Gaussian Noise, with unitary variance. However, they are correlated, with correlation ...
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Matrix multiplication computational complexity based on radix 2

I am wondering, can we use Radix 2 based computational-complexity calculation for any matrix multiplication whose size is $N$ x $N$ ?? where $N$ = $2^K$ and $K > 1$ is an integer ?? Or it can only ...
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103 views

Optimization of square matrix multiplied with another matrix to have the final result a unitary matrix

I have a square matrix $D$ whose size is $m \times m$ multiplied with another $m \times m$ square matrix $C$, I need to optimize the matrix $C$ to have a unitary matrix $DC$. I mean optimize the ...
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1answer
73 views

Wave Digital Filter Bridge-T Resonator implementation, gives expected cutoff frequency but incorrect gain and roll-off

Trying to implement the WDF in Fig 5(a) of this publication. The response of the ideal op-amp implementation is given by the black curve in Fig 7: Here is the plot I get when trying to implement the ...
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What is an analysis dictionary or operator in compressive sensing?

I am doing research on compressive sensing. I am new in this field. I read several papers regarding analysis dictionaries. Here are some papers that I have read so far: https://www.hindawi.com/...
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178 views

Why do we need to estimate eigenvalues?

I am not working in signal processing field, but recently I happen to read a paper which estimates source numbers using Gerschgorin radii, and I feel kind of confused about why we need to estimate ...
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1answer
35 views

Matrices of complex numbers multiplication

I'm trying to implement the multiplication of two matrices something like this picture in c langage. I want to read the numbers from a text file of x and store it later in an array the code that i ...
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1answer
63 views

What is the relation between eigenvalues and state-space response in control systems?

I understand the mathematics behind it but I want to know what happens physically in a real-life system. How do the eigenvalues come into the picture from a non-mathematical (physical) point of view? ...
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84 views

Is FFT sub matrix degeneracy a problem in OFDMA for some type of noise?

Say that the discrete Fourier transform (DFT) is used in OFDMA. There are a number of degenerate (singular, non invertible) sub matrices of some DFT matrices. Does this result in any problems? One ...
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41 views

Property of the trace and expectation

I'm reading the paper Model-Driven Deep Learning for Joint MIMO Channel Estimation and Signal Detection by Hengtao He, Chao-Kai Wen, Shi Jin, and Geoffrey Ye Li on Orthogonal Approximate Message ...
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1answer
583 views

why use svd() to invert a matrix?

In MATLAB, i compared elapsed time to invert a Hermitian matrix using inverse(), svd(), and chol(). svd() took the longest. So is there any reason to prefer svd() to the other two methods?
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170 views

How can I find expansion coefficients of the a vector in a given basis?

How can I find the coefficient of the vector $\mathbf y$? And how can the inner product be done on these vectors? Let $\mathbf y = \begin{bmatrix}1\\2\\0\\1\end{bmatrix}$ What are the expansion ...
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How to find parameters of Kalman filter using matrix information?

I'm trying to understand concepts on Kalman Filters. Consider the overdetermined system $Ax=y$; $$\begin{bmatrix}1 \\ 1 \\ 1 \\1 \end{bmatrix} x = \begin{bmatrix} 3 \\ 5 \\ 4 \\ 8 \end{bmatrix}$$ Let $...
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1answer
68 views

Relation between the matrix trace and the amplitude of each element

Assume a diagonal matrix $\mathbf X$ whose size $N\times N$ and its diagonal elements are $0.5 + 0.5i$, and the vector $\mathbf p$ of size $N\times 1$ whose elements have similar amplitude. I have ...
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1answer
303 views

linear convolution toeplitz matrix vs circular convolution toeplitz matrix

I have an issue in understanding the difference between building the Toeplitz matrix when the convolution is linear and when it's circular. As I know that Toeplitz matrix $H$ can be built as following ...
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Stability of $x(n) = A x(n-1)+b$

I am looking at the following system: $x(n) = A x(n-1) + b$ where x and b are vectors and A is a matrix. How can I derive the stability and causality conditions for such a system using Z transform? If ...
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What is the order of the output of HoughCircles in OpenCV, when having several circles on a frame?

So I am trying to use stereo vision to calculate the depth of several red balls. With the function HoughCircles, I get an output at one frame from one of the cameras like for example: ...
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182 views

Translating SFFT expression to MATLAB code

The Symplectic Finite Fourier Transform (SFFT) of a 2D periodized sequence $x[k,l]$ with periods $(M, N)$ is defined as $$X[n,m] = \sum_{k=0}^{M-1} \sum_{l=0}^{N-1} x[k,l] e^{-j2\pi \left(\frac{mk}{M} ...
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1answer
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MATLAB: How to copy column vectors from a matrix into a cell array? [closed]

I have some sensor data stored in a 1000 x 5 matrix. I'd like to copy each column into a 5 x 1 cell array such that each cell contains a 1000 x 1 vector. I tried the num2cell(mymatrixname,1) function, ...
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1answer
46 views

Which one can be accompanied by linear filters?

I have a matrix : \begin{bmatrix} 1 & 2 & 3\\ 1 & 4 & 5\\ 2 & 6 & 7 \end{bmatrix} After doing operation 1 , I get \begin{bmatrix} 0 & 0 & 0\\ 1 & 2 & 3\\ 1 &...
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correlation matrix vs. correlation function?

Can someone help me understand the difference between a 1-dim autocorrelation function and a 2-dim autocorrelation matrix of a random process aka time series? My Leon-Garcia textbook defines CX(τ) and ...
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1answer
48 views

Solve equations with conjugates multiplications

If I have a two variables $x_1$, $x_2$ and two equations. In the first equation the first variable $x_1$ is multiplied with the conjugate of same number which is multiplied with $x_2$, and in the ...
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1answer
62 views

Taking inverse Fourier transform in column-wise and solve it in row-wise

$\DeclareMathOperator{\FFT}{FFT}\DeclareMathOperator{\IFFT}{IFFT}$Assuming I have a matrix $X$ of size $64\times16$. Taking the $\IFFT$ for it in column-wise, I means that $Y = \IFFT(X)$; Is it ...
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4answers
70 views

On the simplification using trigonometric functions

Assume I have a matrix $D$ whose its entries are as below : Where $A$ and $B$ can be written using using the trigonometric functions for (1) as: My question, Is it possible to simplify (1) more? ...
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unitary matrix complexity multiplication

Having a unitary matrix $X$ whose size is $n \times n$ and a vector $z$ whose length is $n$, and let's have: $$y = X^H {\rm diag}(z)X$$ where $X^H$ is the conjugate transpose of $X$. My question,...
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1answer
121 views

Real time signal processing use cases for eigenvalues of symmetric matrices

I realize that this might be somewhat of an unusual and specific question. I know that the eigenvalues of symmetric matrices are used in a number of ways in scientific computing, such as for finding ...
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1k views

How can I find expansion coefficients of the y vector in a given basis?

Consider the following vectors in $\mathbb R^4$: $$\mathbf{v}^{(0)}=\begin{bmatrix}\frac{1}{2}\\\frac{1}{2}\\\frac{1}{2}\\\frac{1}{2} \end{bmatrix} , \mathbf{v}^{(1)}=\begin{bmatrix}\frac{1}{2}\\\...
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Expectation of a constant diagonal matrix

Is the expected value of a diagonal matrix with constant entries equal to the mean value of the entries? My question stems from the following observation in a paper. Given a real diagonal matrix $\...
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1answer
84 views

On the use of Permutation matrix to perform iFFT

I have a question about using the permutation matrix for performing $iFFT$ for such matrix and then reshape it row-wise and column-wise way. Let's say that we have a random matrix $x$ whose size is (...
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1answer
110 views

Effect of Adding the cyclic prefix on the toeplitz matrix in OFDM

Assuming we have $N$ symbols to transmit encoded in block $k$, Performing $N$−iFFT at the transmitter, we now have The resulted signal $x(k)$ has length of $N$. inserting a cyclic prefix $CP$ ...
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Calculate sampling lattice matrix in 2D

The pattern in which the sample points are distributed in 2 dims, is called a sampling lattice, and can be defined by a generator matrix.. In 2 dimensions, the generator matrix consists of 2 vectors. ...
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3answers
2k views

Why do convolution kernels such as Gaussian, Laplacian, LoG almost always seem to be expressed in integers?

I'm a total newb in search of some deeper understanding, but I'm not able to read the maths behind these on Wikipedia. If I understand correctly, you get the new value for each pixel by multiplying ...
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The rank of Fundamental Matrix

This question is regarding two view geometry where a point lying in the image plane of the first frame/ position of the camera is mapped onto the image plane of the second frame/ position of the ...
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1answer
43 views

What is the difference between positive matrix coefficients and negative matrix coefficients of an audio?

I have turned an audio file into an one dimensional array by using audioread function in matlab and found several positive and negative fractional coefficient values.What is the basic difference of ...
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A good reference for matrix completion [closed]

Does anyone know a complete reference or book on matrix completion?
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1answer
127 views

Similarity or Relation between Walsh Hadamard Transform and Slant Transform

Is there any relation between Walsh Hadamard Transform and Slant Transform? Or is there any common property or similarity?
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483 views

Circular Convolution Matrix of $ {H}^{H} {H} $

We all know that Discrete Fourier Transform (DFT) corresponds to circular (not linear) convolution. That is to say, if $x(n),h(n)$ and $y(n)$ is the original signal, the filter and output signal in ...
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1answer
217 views

Why discretize a continuous transition matrix in Kalman Filter?

In the Kalman filter toolbox at http://becs.aalto.fi/en/research/bayes/ekfukf/cwpa_demo.html the example code shows that a function lti_disc is called, which is essentially a matrix exponential ...
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Matlab: How to implement expectation of product of hermitian matrix

I want to implement the following equation in Matlab: $\mathbf {R}_\mathbf {z}^a(\tilde{f}) = \mathbb {E} \left[\mathbf {z}(\tilde{f}) \mathbf {z}^H(\tilde{f}+a) \right]$, $ \tilde{f} \in \left[0, ...
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1answer
179 views

Derivation of Toeplitz Matrix

I'm having a difficult time understanding why the matrix for LTI systems is a Toeplitz matrix. I can see why $h_{n,m} = h_{n' + q,m' + q}$ given that $n' = n - q$ and $m' = m - q$, and $$\sum_{m'= -\...
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1answer
50 views

Clarifying matrix notation from an ICA-CMN paper

In the paper I am referring (and here from citeseer), complex vectors $\mathbf{z}$ and matrix $\mathbf{M}$ were defined as follows \begin{align} {{\bf z}} &= \left[z_{1},z_{2},\ldots,z_{N}\right]^...
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2answers
955 views

How to reduce time consuming for calculating pseudo inverse of large matrix in matlab?

I have a matrix P = randn(45875x65536 ); Pi = pinv (P); I tried to run this code in matlab, but it takes long time is it possible to split the matrix into ...
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1answer
352 views

Correlation of a signal

I have one sample for a signal. This sample is a vector of length 384. I need to calculate the correlation matrix for this signal,So I need many samples for the same signal. How can i generate these ...
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2answers
366 views

Image processing - Why is sum of values of a blurring filter = 1?

Usually, blurring filters have the sum of all the values in the filter matrix equal to $1$. Why is it so?
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1answer
344 views

How Is Mixed Norm ($ {L}_{1, 2 }$) Better than $ {L}_{1} $ Norm for Sparse Representation?

Using $ {l}_{1} $-norm regularization for the purpose of achieving sparsity of the solution has been successfully applied a lot. But many times, I found the paper using mixed-norm instead of $l_1$-...