# Questions tagged [optimization]

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5answers
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### What Is the Best First Order IIR (AR Filter) Approximation to a Moving Average Filter (FIR Filter)?

Assume the following first order IIR Filter: $$y[n] = \alpha x[n] + (1 - \alpha) y[n - 1]$$ How can I choose the parameter $\alpha$ s.t. the IIR approximates as good as possible the FIR which is ...
1answer
710 views

### Adaptive filtering: Optimum filter length and delay

I'm trying to find the optimum filter length for an Adaptive Filtering, using RLS Algorithm. I'm using this design: So the "error" signal is the signal without noise (and that's the signal that I ...
1answer
761 views

### Design ${L}_{2}$ Norm Optimal Infinite Impulse Response (IIR) Filters

It is widely known that matching a FIR filter of fixed length to a band model is an unconstrained QP-problem. The MATLAB function firls() implements a solution to ...
2answers
282 views

### Significance of $\lambda$ in Basis Pursuit

In basis Pursuit, L1 minimization is done to perform compressed sensing. In the literature there is a $\lambda$ parameter used as a regularizer. What is its significance?
2answers
241 views

### How to improve filter quality at low fs

This my 1st post here. I'm using this impulse invariant (MZT) based method to calculate coefficients for biquad digital filter (for RIAA and non-RIAA de-emph.): ...
1answer
127 views

### Automatic Image Enhancement of Images of Scanned Documents (Auto Whitening)

Dropbox have make a blog post about there automatic enhancement method for scanned document image - Fast Document Rectification and Enhancement. I followed the post and they mention a formula to make ...
1answer
623 views

### How does parallel structure implementation of IIR speed up the process ? What happens in case of FIR?

I was learning about digital filter structures and there I came to know that parallel implementation of IIR filters speeds up the process and I understand that.But what I am not convinced of is that ...
3answers
4k views

### Librosa stft + istft - Understanding my output (which always seems too perfect) at varying window lengths

I've just started to use Python with Librosa for a DSP project I'll be working on. First thing I've been trying to do is determine my preferred parameters for the FFT window size, and hop-distance. ...
1answer
1k views

### Fitting an IIR filter to a complex transfer function

anybody knows of better ways to fit an IIR filter to a complex transfer function than Matlab's invfreqz.m? I'm implementing a little transfer function fitting ...
1answer
33 views

### Resources on Solving Convex Optimization Problems in the Compress Sensing Field

When I read papers of compressed sensing, sparse representation and whatever requiring optimization of a cost function, I just find the final results as an iterative equation or so which will converge ...
1answer
77 views

### Iterative Blind Sinus Signal Suppression

There are two real signals in the form of $A_i sin(wt+p_i), i=1,2$. Suppose frequency $w$ of both the signals is the same and amplitude $A_i$ and phase $p_i$ are different. The first signal has ...
1answer
174 views

### How to Smooth Gradient Estimates for Steepest Descent Optimization

In steepest descent methods of minimizing a function $f(x), x \in \mathbb{R}^d$, it's common to approximate the gradient by finite differences: \$\qquad\qquad \nabla f(x) \approx gradest( x; h ) \...