Questions tagged [optimization]

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25
votes
5answers
16k views

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 ...
7
votes
1answer
1k 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 ...
3
votes
1answer
960 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 ...
1
vote
2answers
423 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?
0
votes
2answers
264 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.): ...
0
votes
2answers
157 views

Implementation of Block Orthogonal Matching Pursuit (BOMP) Algorithm [closed]

How would one implement the Block Orthogonal Matching Pursuit (BOMP) Algorithm in MATLAB?
6
votes
1answer
687 views

How Can I Use MATLAB to Solve a Total Variation Denoising / Deblurring Problem?

The Total Variation Denoising Problem is given by: $$ \arg \min_{x} \frac{1}{2} {\left\| A x - y \right\|}_{2}^{2} + \lambda \operatorname{TV} \left( x \right) $$ Where $ \operatorname{TV} \left( \...
4
votes
1answer
101 views

On the Measurement Matrix Used for Compressing Sensing

Assume we have a matrix $x$ of size $(8,8)$ where each column is considered to be sparse with degree of sparsity equals to $4$. it means that every column can have $4$ zeros and $4$ non-zeros values ...
3
votes
1answer
778 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 ...
2
votes
3answers
5k 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. ...
2
votes
1answer
2k 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 ...
1
vote
1answer
50 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 ...
1
vote
1answer
222 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 ) \...
0
votes
1answer
80 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 ...