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.

Filter by
Sorted by
Tagged with
1 vote
1 answer
62 views

Matrix form of Overlap-add

We know overlap-add of a en-framed signal can be done easily by following code ...
1 vote
1 answer
86 views

To find the unitary matrix which is the null of the results of multiplication with another matrix

I have a matrix $F ∈ \mathbb{C}^{(m × N)}$, where $m < N$, and $F \times F^H$ is a unitary $m × m$ matrix. I need to find a unitary matrix $G$ with a dimension of $N × N$ such as results of $F\...
0 votes
0 answers
41 views

What is the possible application of eigenvalues?

I am a PhD in mathematics. Recently, we made an attempt to compute the eigenvalues of non-normalized discrete sine and cosine transforms. Surprisingly, the issue regarding three particular types, DCT-...
0 votes
0 answers
84 views

Python - Discrete deconvolution using Toeplitz matrix

Lets say I have 2 vectors (1D signals that are sigmoids): $s$ and $m$, both related through the relation: $m = s * r$, my goal here is to recover the vector $r$ (should be a gaussian $\rightarrow$ ...
2 votes
1 answer
150 views

Deconvolution using Toeplitz matrices [duplicate]

Lets say I have 2 vectors (1D signals that are sigmoids): $s$ and $m$, both related through the relation: $m = s * r$, my goal here is to recover the vector $r$ (should look like a gaussian). I tried ...
3 votes
1 answer
53 views

Estimating a Matrix from Scaled Permuted 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....
3 votes
1 answer
194 views

Matching 2 Undirected Weighted Graph in MATLAB

Consider 2 undirected weighted graph as shown in figure. Consider first graph as $G_1$ and second graph as $G_2$. Graph $G_1$ consist of vertices $V=\{F_1,F_2,F_3,F_4,F_5\}$ and graph $G_2$ consist of ...
0 votes
2 answers
648 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?
0 votes
0 answers
40 views

model of a quasi static block fading channel in MIMO system

can I know what is the model of a quasi static block fading channel in a MIMO system, in function of angle of departure and arrival?
1 vote
1 answer
565 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} ...
0 votes
1 answer
115 views

How are LTI systems related to Toeplitz matrices?

I am having trouble understanding why the system matrix of an LTI system is Toeplitz. I am following an Edx online course by Professor Richard Baraniuk of Rice University, named discrete-time signals ...
7 votes
1 answer
4k views

Relationship between discrete deconvolution and Toeplitz matrices

I have 2 vectors, $a$ & $c$, both of length $M$. I know they are related by $a*b=c$. My goal is to recover $b$. Obviously $b = \mbox{deconv} (c,a)$. I am only interested in the first $M$ elements ...
1 vote
2 answers
111 views

Inverting $6 \times 6$ complex matrix on the ARM Cortex M4F processor

I want to invert a $6 \times 6$ complex matrix on the ARM Cortex M4F processor. I have the C code to invert a real matrix using the CMSIS library. Has anyone written a similar C code for complex ...
0 votes
2 answers
386 views

Understanding y=Hx+n equation in detail?

Consider a wireless communication system having $t$ transmitting antennas and $r$ receiving antennas. Then, the received signal is given by $y = \mathbb{H}x+n \tag{1}$ where $\mathbb{H}$ is a $r \...
1 vote
0 answers
49 views

Optimization Problem in Graph Signal Processing to find edge weights

I am working on an application which consists of cross-roads and roads that connects them. In my design, I am using graph signal processing to estimate the importance of the roads which means edge ...
1 vote
3 answers
89 views

What is the complexity of big-$O$ $O(N \times \mathrm{log}_2(N))$ vs real operations

I usually see books/references writing the complexity of such operations as $O(N \times \mathrm{log}_2(N))$; For example, the complexity of FFT/IFFT operation is $O(N \times \mathrm{log}_2(N))$. ...
3 votes
0 answers
61 views

How can I explain the result of of multiplications by matrices

I have a vector $x$ with size $N \times 1$, it's multiplied with a $Z$ matrix $N \times N$, the resulted $N \times 1$ vector is $y = Zx$. I know that each value of $y_i$, where $i = 0, 1, 2, .., N-1$ ...
0 votes
1 answer
30 views

Expressing mathematically the number of real addition operation for a vector after dividing it

I assume I have the length of such vector $y$ is $N$. In the first time I divide that vector into two columns and then sum them point-wise summation. The second time, I divide the same vector $y$ ...
0 votes
1 answer
47 views

What is the complexity of multiplication a real matrix with real vector

I have a real matrix $Z$ which is following the form as following: $Z = \begin{bmatrix} x_1& 0& 0& 0& 0& 0& 0& 0\\ 0& x_2& 0& 0& 0 & 0&...
0 votes
1 answer
34 views

How can I express the flipped output of multiplication in function of original inputs?

I have the vector $y = Dx$ where $D$ is a complex matrix with dimension $N \times N$, and $x$ is a complex vector of dimension $N \times 1$. If the vector $y_2 = [y'_N, y'_{N-1}, y'_{N-2},.... , y'_{...
6 votes
2 answers
911 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 ...
0 votes
0 answers
9 views

Converting 2 variables (obtained by ICA decomposition) named A_ffdiag and W_ffdiag into mixing/unmixing matrix

I have two variables as a result of an ICA (Independent Component analysis) decomposition (decomposed using joint diagonalization algorithm which uses frobenius norm formulation) named A_ffdiag and ...
-1 votes
1 answer
410 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 ...
1 vote
1 answer
531 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? ...
7 votes
1 answer
354 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 ...
1 vote
0 answers
87 views

Convolution between a vector and another symmetric vector

Let's have the vector $y = h * x$ where $*$ is the convolution operation, $h$ is the channel with length $N$ and $x$ is a symmetry vector which means $x = [x_M, x_{M-1}, ....,x_0, 0 , x_0, x_1, .... ...
0 votes
1 answer
60 views

Can we recover a vector from one element of resulted vector after multiplication?

I have a matrix $X = \begin{bmatrix} 0.5000 + 0.5000i & 0.5000 - 0.5000i\\ 0.5000 - 0.5000i & 0.5000 + 0.5000i \end{bmatrix}$ multiplied with a column containing a complex number and its ...
1 vote
1 answer
193 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?
1 vote
0 answers
82 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)...
0 votes
0 answers
47 views

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 ...
0 votes
1 answer
63 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 ...
7 votes
2 answers
1k 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.
2 votes
1 answer
267 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 ...
3 votes
1 answer
65 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....
0 votes
0 answers
46 views

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 ...
1 vote
1 answer
45 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 ...
1 vote
3 answers
1k 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 "...
0 votes
0 answers
56 views

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 ...
1 vote
0 answers
143 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 ...
1 vote
2 answers
143 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 ...
1 vote
1 answer
240 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 ...
3 votes
1 answer
172 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 ...
2 votes
0 answers
42 views

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/...
3 votes
2 answers
205 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 ...
1 vote
1 answer
247 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 ...
3 votes
1 answer
2k views

Is There a Way to Perform a 2D Image Rotation by Matrix Multiplication?

In my understanding, unlike shifting and scaling, image rotation actually rotates the coordinates whereby interpolating the pixels at discrete positions. It is like a projection that discrete values ...
0 votes
1 answer
68 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 ...
2 votes
1 answer
1k 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?
1 vote
0 answers
55 views

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 $...
0 votes
1 answer
133 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 ...