Questions tagged [optimization]

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11
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668 views

Will an Unscented Kalman Filter Be “As Good” as Other Optimization Algorithms for This Problem?

I want to calibrate a tri-axis magnetometer when a tri-axis gyroscope is also available. I am fairly certain I can solve this problem using various optimisation algorithms, but I would prefer to use ...
5
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0answers
587 views

fit theoretical spectrum to simulated one

I have a bunch of simulated time series, for which I can compute the power spectrum. Generally, the simulated power spectrum can be sketched as follows: I now aim to calculate the features of the ...
4
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0answers
69 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 ...
3
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0answers
132 views

How to implement the RLS for matrices

I need to implement the RLS algorithm but it's for matrices instead for vectors, I have made the below code, but still something wrong is not working well, EDIT: The code should be done as below, ...
3
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0answers
76 views

When Does $ {L}_{1} $ Regularization Give a Sparse Solution?

I was maximising a likelihood function, which is convex. I know that the system has a K-sparse solution. I wanted to know the conditions (or some sufficient conditions) on the likelihood function ...
2
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1answer
139 views

Sequential Non Linear Least Squares Problem

I have the the following non-linear function, $$s(x;A_k,\mu_k,\sigma_k)=\sum_{k=1}^2 A_k \exp\left(\frac{-(x-\mu_k)^2}{\sigma_k^2}\right)$$ with unknown (but deterministic) parameters $A_k,\mu_k,\...
2
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0answers
163 views

Any idea how can I optimize morlet wavelet parameters by Heisenberg uncertainty principal and Shannon entropy?

Based on a paper in here, they have proposed a method to optimize morlet function parameter. I have tried to implement their technique, but I can't get rational results. any idea? In here you can see ...
2
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0answers
105 views

Phong Reflection Model Parameters

Question: Can anyone refer me the Phong reflection model parameters for a face image taken for web-cam? Details: I am doing 3D reconstruction of 2D images using 3D Morphable Model as in this paper ...
1
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0answers
22 views

Image Restoration and Standard Forms of Second Order Cone Programming (SOCP)

I'm studying the application of SOCP methods in Image restoration And I want to understand the difference between the two formulas of SOCP and how they are related. Standard form (1) : min $f^{t}x $ ...
1
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0answers
24 views

Rakeness Optimization problem

Rakeness optimization problem demonstrate that increases the rakeness between a , b while leaving b random enough. where e is the energy of the projection waveforms and r is a randomness-enforcing ...
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0answers
94 views

Sparse Bayesian Learning Algorithm in Python - MSE vs. SNR

I am implementing SBL in python. I have plotted a graph between MSE (mean squared error) and SNR (Signal to Noise ratio) The graph must be decreasing, but mine is decreasing till the SNR is negative. ...
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0answers
28 views

Bundle adjustment optimization parameters

While reading the Wikipedia article on Bundle adjustment, I came across the following objective function used to represent the bundle adjustment problem. I have two questions regarding this objective ...
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59 views

Optimal sensor placement for 3D TDoA positioning

Suppose there is a rectangle indoor area, we want to locate different positions within this area using TDoA estimations. 5 sensors are placed to obtain optimal 3D positions with TDoA errors, we only ...
1
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0answers
22 views

Improve NMF for data with partial overlaps in multiple groups?

I want to use NMF to separate true sources from data. My data is in group structure with overlap elements. For example (in the smaller version) group1: contains A,B,C,D,E,F,G patterns group2: ...
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0answers
44 views

Optimization of a continuous function

This is more like an optimization problem but any solution is appreciated. I have a data set with input specifying power(demand) to be generated for a particular time period(TP). Input: Time --- ...
1
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0answers
153 views

Pattern recognition

I am new to the world of computer vision, so please excuse my basic questions. I have two patterns: one consisting of a single circle of radius $r$, and one made of several circles, still of radius $...
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0answers
171 views

Converting a parallel filterbank to cascade structure

I have a bank of 12 bandpass filters (biquads) that I use for spectral modelling. Each filter is centered around a specific "mode" frequency, and has its own resonance. Until now I have implemeted ...
1
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0answers
448 views

Finding lag times for multiple time series

I have $N$ time series which have unknown time offsets relative to each other. I want to estimate the $(N - 1)$ time offsets, $\tau_{i,i+1}$, which maximise the sum of the cross-correlations between ...
1
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0answers
108 views

How to Avoid Perspective Distortion Buildup in a Planar Mosaic

Registering images for map or other planar mosaic from a handheld camera or a drone requires projective transform (homography) as the camera is allowed to rotate between frames. Unfortunately, planar ...
1
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0answers
352 views

Biquad Filter Optimization

I would like to try optimize a bit more the biquad filters indended for RIAA/non-RIAA equalization at low samplerates (44.1/48kHz). Are there any open source optimization libraries (C, C++ or C#) out ...
1
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0answers
147 views

Optimal filter bank from SVD/PCA

Given a million data points in say 100d, is there a way to generate an optimal filter bank of say 20 filters from an SVD of the data ? Call the 100d space $F$ (as in Frequency), with coordinates $[f_1,...
0
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1answer
29 views

How to find the value of regularization parameter/s when having one or multiple priors

I am working on a image reconstruction framework, specifically interferometry. In simple words we have data that is pertubated by noise, say $$ V^o_i = V_i + \sigma_i $$ Where $V^o$ is a complex ...
0
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0answers
18 views

Can I use a filter design to optimize the preconditioning of an optimizer?

Consider a noisy time series y_i and that I have waited until end of experiment. I now want to fit a nonlinear parameterized function F(A,d,k; t) to determine A,d,k. So I can happily Newton-Raphson ...
0
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0answers
19 views

Basis pursuit denoising for complex valued data

Basis pursuit denoising is given in the form $$\min_{x}{\frac {1}{2}}\|y-Ax\|_{2}^{2}+\lambda \|x\|_{1}$$ It is repeated in literature that when $y$, $A$, and (possibly) $x$ are complex valued, the ...
0
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0answers
23 views

Maximizing sum-rate with constraints

I have an SNR measure, which is a ratio of two linear functions, and I need to maximize the sum rate of a cellular system given by $$R = \sum_{i=1}^{N_{1}}\sum_{j=1}^{N_{2}}\mathrm{log}_{2}\left(1 + \...
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0answers
6 views

Neural network SOM vs PSO ( Maybe like neuron swarm total fitness optimization !!!)

I ave seen the Neural network SOM equations like this: and this PSO equation: Where xBest and gBest denote the best particle position and best group position and the parameters ω, c1, c2, r1 and ...
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0answers
11 views

Optimizing a heating/cooling system for a particular input

Lets say I have a house with 2 rooms. One of them has a window that opens and closes T periodically. So the heat influx behavior of the window is like a square wave. There is an air conditioning unit ...
0
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0answers
27 views

non-uniform antenna array design

There are tons of papers discussed this topics and most of them are related to fancy optimization techniques (convex/non-convex). I am wondering if we can have a simpler way to find the antenna ...
0
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0answers
98 views

On the transmit weight vector in MIMO-MRC systems

Recently, I am reading paper [1]. In this paper, the author wrote: In MIMO-MRC systems in the absence of interferers, the signal vector at the received $n_R$ antennas is given by $$\mathbf{r} = \...
0
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0answers
33 views

Frequency identification as a convex problem

Suppose I have two time series, $x(t)$ and $y(t)$: $x$ is the output of a sine wave generator, and $y$ is the generator's frequency setting. Given a training set of $(x, y)$ pairs, Is it possible to ...
0
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0answers
24 views

How to decide about length of vectors for estimating correlation matrices

I am optimizing a filter $f$ using mean squared error criterion. $$MSE = f^T*(R_{xx}-R_{yx}^T*R_{yy}^{-1}*R_{yx})*f \tag{1}$$ where $x\in \mathbb{R}^n$ input column vector $y\in \mathbb{R}^m$ ...
0
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0answers
719 views

Digital Image Processing - Contemporary Research Topics

I need to propose a masters degree topic, and I'd like it to be in digital image processing. What are currently relevant topics in this area? I suppose that I'm looking for some kind of optimization,...