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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1answer
8k views

Analytical expression for the eigenvectors of a 3x3 real, symmetric matrix?

I am writing an algorithm that process 3D images based on the local moment of inertia. I have a 3x3 real symmetric matrix, from which I need to find the eigenvalues. I have found a variety of ...
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2answers
2k views

Why do we deal with the eigenvectors of the autocorrelation instead of the data itself?

How intuitively to understand why eigenvectors of the autocorrelation matrix are used, but eigenvectors of the matrix constructed from temporal samples have no sense and aren't used? For example, in ...
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2answers
2k views

Shortest geometric distance from surface in 3d dataset?

I have a three-dimensional binary image of a collection of discrete, individual voxels ("seeds") contained in a connected 3-dimensional surface ("skin"). (Like a small fruit, with a surface delineated ...
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6answers
354 views

The Least Norm Solution of Under Determined Linear System

Suppose I have a matrix $$A= \begin{pmatrix} 1 & 0 & 1 & 0\\ 0 & 1 & 1& 0\\ \end{pmatrix} $$ where the variables are channel information like assume $X_1$, $X_2$, $X_3$ ...
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1answer
9k views

understanding FFT2 function of Matlab

I am trying to understand what happen when we take FFT2 of a matrix in a matlab. first have a look at this simple example, a=ones(8); %8x8 Matrix of Ones fft2(a) ...
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2answers
133 views

What is the relation between kernel functions, kernels used in convolution and null spaces of a matrix?

I have recently started learning about machine learning and have come across kernels and null spaces. I understand that null space is the set of all vectors that satisfy the equation A.v = 0 (Where A ...
3
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1answer
397 views

5.1 Rear To 5.1 Side mixing matrix

I am searching for a matrix definition for converting a audio signal (5.1 with rear) to a audio signal (5.1 with side). Currently I am using the definitions from: https://msdn.microsoft.com/en-us/...
3
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1answer
197 views

Least Angle Regression (LARS) without Matrix Inversion

Sorry if this is too damned long. I did what I could to abbreviate it. The question is about Least Angle Regression (LARS). I'm new to numerical work with matrices. I believe I have a way to ...
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1answer
78 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 $l_1$-...
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0answers
67 views

Designing a fast linear operator with $\pm 1$ entries with low condition number and low Hamming distance between consecutive rows

I need to design a matrix for compressive imaging where each row represents an $N$-pixel filter in a focal plane through which light is masked, summed, and measured (think of Rice's single-pixel ...
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2answers
664 views

Why is this matrix invertible in the Kalman gain?

In the wikipedia article about Kalman filters, the well-known expression of the matrix of Kalman gains is given: $$ \mathbf {K} _{k}=\mathbf {P} _{k\mid k-1}\mathbf {H} _{k}^{\text{T}}\mathbf {S} _{k}^...
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1answer
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What does “kernel based” mean?

In my thesis I try to explain what kernel based methods are, especially the meaning for object detection. I know kernel based methods like Mean- and CamShift and I know how to use them. I understand ...
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1answer
3k views

What is a covariance matrix?

Suppose you have k samples from each of the N elements of a uniform linear array (ULA) of sensors: What is the physical meaning of a covariance matrix? How do you form a covariance matrix with the ...
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1answer
138 views

What is about the circular convolution in OFDM

In an OFDM system, serial-to-parallel conversion for data is done, then the DFT is performed and then adding the cyclic prefix (CP). My question is related to that step of adding a CP. As I know, ...
2
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1answer
573 views

Noise estimation SNR matrix

I have a signal matrix which is a $256\times 192$, and I want to calculate the SNR considering that my $259\times 192$ matrix is an average of a $256\times 192\times 330$ matrix, where $330$ is the ...
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1answer
934 views

Sensing matrix for compressed sensing

What are the differences between random binary sensing matrix  and random Gaussian sensing matrix? What the advantages and disadvantages of each matrix? How can I choose the suitable matrix for a ...
2
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1answer
5k views

2D Convolution as a Doubly Block Circulant Matrix Operating on a Vector

I was reading Fundamental Image Processing, Chapter 5 (Image Transforms), I encountered the following problem: Given the arrays $x_1(m,n)$ and $x_2(m,n)$ as follows: Write their convolution $x_3(m,n)...
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1answer
168 views

Reflection Rotation matrix

I'm doing a rigid body between point clouds using SVD. Sometimes the routine produces an incorrect rotation matrix with a Determinant=-1, ie a reflection matrix. Any idea why ? Is there a valid way ...
2
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1answer
179 views

In 1D DCT, why is the input a vector?

The question is specific to this document: Image Compression. It is chapter 6 from book "A First Course in Applied Mathematics" by Jorge Rebaza. It is, a to the point explaination of DCT that is ...
2
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1answer
157 views

Digital Image Processing Framework

i'm looking for a free/opensource solution for digital image processing with reasonable performances processing quite large images (e.g. actual smartphones have resolutions of 8-10Mpx) and being ready ...
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0answers
161 views

Deterministic method to compute “Process noise covariance matrix, Q” for a Kalman filter when parameter variations of the model is known apriori

I am implementing a Kalman filter (for a linear ODE system for now). My model represents a physical device that has 6 "parameters", i.e. those values of the device do not evolve over time (within a ...
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0answers
183 views

Distribution of a signal covariance matrix

A common estimation problem in signal processing assumes the following signal model \begin{equation} \mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n} \end{equation} where $\...
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169 views

Can Cholesky outer product version result in negative square roots?

Say A is symmetric positive definite matrix , which means one necessary condition is diagonal entries of A are positive. If I do cholesky factorisation using outer product form, Can there be any ...
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2answers
263 views

The inverse of an orthogonal matrix is its transpose

In the following statement I don't understand the case for $\ i = j$: Let $\mathbf A$ be an $\ m \times \ n$ orthogonal matrix where $\ a_i$ is the $\ i^{th}$ column vector. The $\ ij^{th} $ element ...
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2answers
1k views

Covariance matrix explanation

I am trying to understand and visualize the concept of a covariance matrix. Suppose I have a matrix: $A = \begin{pmatrix} 2 & 3 & 4\\ 5 & 5 & 6 \end{pmatrix}$ how do I calculate its ...
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2answers
100 views

How to make the $\ell_2$ norm of all columns and rows of an $n \times n$ matrix equal to $\sqrt{n}$?

I have an $n \times n$ matrix and I would like its columns and rows to have $\ell_2$ norm equal to $\sqrt{n}$. Is this possible?
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2answers
129 views

Maximising each element in a matlab array

Is it possible to construct an array A, without looping, where A(i,j) = max(B(i),C(j)) and B ...
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3answers
694 views

How to compute regions of matrix

Let's say we have the following matrix: 0 0 0 0 0 0 0 1 0 0 0 0 1 1 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 1 1 0 0 0 0 0 0 I want to calculate the ...
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1answer
1k views

Calculating covariance matrix for MVDR beamforming

I am trying to calculate the covariance matrix that is required for the calculation of an MVDR beamformer. I am getting confused as to how to calculate it. I have an array of 3 microphones each with a ...
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1answer
165 views

How can I get the uncertainties for peaks on an image?

When pick the peak points on an image, e.g. the matrix made by peak in matlab as this one, I can use max to get the index of ...
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1answer
35 views

Is sparsity induced penalty in source separation “Entrywise matrix norms”?

I am reading this paper where they introduce norm penalties for source separation. In table 1, the $\log/ l_1$ type is $\sum_{g} log(\epsilon + \lVert H_{g} \rVert_1)$. I wonder this $\lVert H_{g} \...
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1answer
152 views

Relationship between matrix rank and beamforming

I always encounter the term matrix rank in papers related to beamforming. I am only familiar with the basics of beamforming (delay sum beamformer, basic capon). Can someone explain the significance of ...
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1answer
75 views

Deriving the Matrix Inversion Lemma for RLS Equations vs the Woodbury Derivation

Can any one help me in deriving the matrix inversion lemma rule for RLS algorithm? I don't know how to start with. Many books have just stated but they haven't derived it.
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1answer
958 views

Accelerometer - coordinate system transformation

I'm getting some accelerometer readings from an Android phone, but it comes in on the phone's coordinate system. I want to apply a transformation to put the acceleration in the world coordinate system ...
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1answer
299 views

Dominant eigenvectors of an unknown matrix

Do you have any idea about how we can find the principal eigenvectors of an unknown matrix ${H}$? The elements of $H$ are unknown in general. If you are familiar with channel estimation procedure in ...
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2answers
2k views

Difference between correlation/convolution and matrix multiplication

Can anyone please clarify the difference between correlation/convolution and matrix multiplication? As I thought either convolution or correlation is similar to matrix multiplication. I read this ...
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1answer
343 views

Matrix form of STFT

IS there a Matrix form of the STFT that could be applied to a signal directly, as in the case of DFT? We know the matrix structure of the DFT Matrix. Can we derive that somehow for a STFT Transform? ...
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2answers
808 views

Apply Low Pass (Smoothing) Filter on a Set of Matrices and Reject Outliers

Given a set of a $ 3 $ by $ 3 $ matrices $ {H}_{i} $. Each matrix is an Homography matrix. They are used to stabilize Video Stream. Yet some of them are outliers which creates "Jumps" in the "...
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18 views

A good reference for matrix completion

Does anyone know a complete reference or book on matrix completion?
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0answers
27 views

Estimating a matrix from another matrix

The problem is the non- negative matrix factorization of a matrix. Let me explain my problem I have an original matrix $A=\begin{bmatrix} 0.248437 &0.25198098 & 0.25396825 & 0.25077881\\ 0....
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67 views

1D as a 2D FFT - am I understand it properly

in one of my question about non $ 2^L $ points FFT I got answer with advice to read about that in following book: Rabiner, Lawrence R., and Bernard Gold. "Theory and application of digital signal ...
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0answers
49 views

Normalized LMS with a posteriori Error and Woodburry's Matrix Inversion

I was going through this paper and the author mentioned that we can prove the following using the Matrix Inversion Lemma (AKA Woodburry's Matrix Inversion Identity): Using matrix inversion lemma we ...
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0answers
62 views

Linear Systems, Sparse Solutions, and $4 \times 4$ Sudoku Algorithm [closed]

I am unable to understand the paper Linear Systems, Sparse Solutions, and Sudoku. I have to form a $4 \times 4$ Sudoku using the algorithm in this paper. Can somebody please provide me the algorithm ...
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0answers
150 views

What is the best way to determine the process noise matrix $\mathbf Q$ of a Kalman filter?

It seems like most of the resources online suggest to determine the values of the process noise matrix $\mathbf Q$ through trial and error. However sometimes trial and error doesn't work, so I would ...
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0answers
72 views

Help Understanding Radial Gaussian Filter

I am currently reading through Mueller's "Fundamentals of Music Processing" and I am trying to understand audio segmentation through the use of self-similarity matrices. Currently, my matrix looks ...
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0answers
26 views

Emulate signal loss of a pixellated detector in Python?

I have a matrix 64x64 where each cell represents the pixel of a pixellated detector. The spacial response of this detector decreases by going further from its center (that is, coordinates "31,31" or "...
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0answers
94 views

Sensor Data Fusion with Orientation Sensors in 3D Euclidian Space

Preconditions For measuring the position of a mobile device in 3D space, I utilize two sensors with different characteristics that measure device orientation. Sensor A (a combined sensor of ...
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0answers
39 views

Matrix expansion into bases

I have an image (that is a matrix), let's say of dimensions NxN. I then want to expand this matrix into M basis matrices (for the moment I'm still unsure how many M of these basis matrices I should ...
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0answers
106 views

How to replace Hadamard Product and Column wise addition with new Matrix operation?

Let $$ A= \begin{bmatrix} a_{1,1} & a_{1,2} & a_{1,3}\\ a_{2,1} & a_{2,2} & a_{2,3}\\ a_{3,1} & a_{3,2} & a_{3,3}\\ \end{bmatrix} $$ and $$ B= \begin{...
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0answers
61 views

Solving an Array Signal Processing Estimation Problem based on the Rayleigh Quotient

The Rayleigh quotient for a covariance matrix $\mathbf{C}$ and a non-zero steering vector $\mathbf{a}$ is given by $$ R(\mathbf{C},\mathbf{a}) := \frac{\mathbf{a}^H\mathbf{C}\mathbf{a}}{\mathbf{a}^H\...