Questions tagged [optimization]

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24
votes
5answers
15k 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 ...
17
votes
1answer
1k views

What Does Make an Error Surface Convex? Is It Determined by the Covarinace Matrix or the Hessian?

I am currently learning about least-squares (and other) estimations for regression, and from what I am also reading in some adaptive algorithm literatures, often times the phrase "... and since the ...
13
votes
5answers
20k views

Compressive Sensing Through MATLAB Codes

I am new to the topic of compressed sensing. I read a few papers about it by R.Baranuik, Y.Eldar, Terence Tao etc. All these papers basically provide the mathematical details behind it, i.e., Sparsity,...
10
votes
0answers
646 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 ...
7
votes
1answer
834 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 ...
6
votes
1answer
381 views

Weighted Nuclear Norm Minimization for Image Denoising

Recently, I saw new published papers like Shuhang Gu, Lei Zhang, Wangmeng Zuo, Xiangchu Feng, Weighted Nuclear Norm Minimization with Application to Image Demonising [pdf]. about denoising images ...
5
votes
2answers
391 views

Convex Optimization in Signal and Image Processing

In signal processing, convex optimization plays a useful role in problems such as sparse signal recovery and filter design. What other places does convex optimization appear? For example, in ...
5
votes
1answer
127 views

Ideas on Matrix Factorization / Transformations for $ {L}_{1} $ Minimization

I am starting with a typical $\ell_1$ basis pursuit problem: $$ \min_{\mathbf{x}} \Vert \mathbf{x} \Vert_1 \quad \mathrm{s.t.} \quad \Vert \mathbf{ERx} - \mathbf{y} \Vert_2 \leq \epsilon, $$ where $\...
5
votes
1answer
305 views

Approximating $ {L}_{0} $ Norm Minimization with Non Linear Convex Inequality Constraints using Reweighted $ {L}_{1} $ Minimization

I have an optimization problem consisting of the $ {\ell}_{0} $ norm as the objective and a nonlinear (convex) constraint as well as a linear constraint. I am wondering if the reweighted $ {\ell}_{1} $...
5
votes
0answers
576 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
votes
1answer
144 views

Finding length of period in time domain data

I have a series of measurements of a signal source, which emits a periodic signal at an unknown interval time of p seconds. Detecting the signal is not easy so I am ...
4
votes
1answer
653 views

What Is the Difference between RLS, LMS and Wiener Filter? When Is One Preferred Over Another?

I'm dealing with a channel equalization problem where the channel is modeled as a WSS process. I understand LMS utilities a Wiener-like approach, ie it converges to the optimal (wiener) solution. I ...
4
votes
1answer
572 views

How Can I Use MATLAB to Solve a Total Variation Denoising 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( \...
3
votes
2answers
65 views

Proximal Gradient Method (PGM) for a Function Model with More than 2 Functions (Sum of Functions)

I am currently working in signal reconstruction. I am trying to develop an algorithm where the user can plug any constraint to the main objective function (let's say chi2, least squares). I was trying ...
3
votes
1answer
827 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 ...
3
votes
3answers
2k views

Derivative with respect to complex conjugate

I have a real function $C$ of a complex vector $x$. While taking the gradient of the function $C$ for minimising the same, why do we take the derivatives with respect to the complex conjugate of $x$, ...
3
votes
1answer
690 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 ...
3
votes
1answer
81 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 $l_1$-...
3
votes
1answer
303 views

Ideal Geometric Arrangement of Microphone Array

I'm going to have to give a bit of context for this question to make sense. I am working on a project which includes audio source localisation in 3-D space through TDoA (Time Difference of Arrival - ...
3
votes
0answers
123 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
votes
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 ...
3
votes
1answer
132 views

Signal Reconstruction in Compressed Sensing with a Simple Vector Signal as an Example

While going through the different types of reconstruction algorithm as mentioned in Richard G. Baraniuk - Compressive Sensing - Lecture Notes (Also on DocDroid), I came to know that minimum $ {L}_{1} $...
3
votes
0answers
75 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
votes
2answers
292 views

Best Metric to Compare Sparsity of Vectors

I solved the Basis Pursuit Denoising Problem looking for a sparse solution (I am in compressive sensing): $$ {x}^{\ast} = \arg \min_{x} \left\{ \frac{1}{2} {\left\| A x - y \right\|}_{2}^{2} + \lambda ...
2
votes
1answer
2k views

$ {L}_{0} $ Pseudo Norm Minimization in Compressive Sensing

I have recently taken up studying compressive sensing related papers. Some things are not very clear to me or may be I am not able to visualize the scenario as is said. Like how $l_0$ norm ...
2
votes
2answers
563 views

Lagrange Multipliers Optimization - Complex Functions

I want to optimize a sum of complex frequency responses (complex sum is SPL, sound pressure level as a complex function of distance) of a number of loudspeakers, say 10. There is a reference, desired ...
2
votes
2answers
83 views

Why use parametric based estimation methods - confusion regarding terms

Using the probability density function (pdf) we can estimate an unknown parameter using methods such as Maximum Likelihood estimation. If the pdf is not available, then Least Squares can be used. ...
2
votes
1answer
5k views

Determine the optimum receiver and the corresponding $P_{eM}$ for an AWGN channel

I have a source that emits $M$ equiprobable messages, which are assigned signals $s_1, \dots,s_M,$ that are equidistant by $a$. That is, if we plot the $s_k$ signals in a horizontal axis they are dots ...
2
votes
1answer
77 views

Convex Optimization with $ {L}_{1, 2} $ Regularization Term

I have an optimization problem such as follow: $$\underset{X}{\operatorname{argmin}}\sum _s \left \| T_sX_{:,s} - Y_{:,s} \right \|^2_2 +\lambda\left \| GX \right \|_{2,1} \tag{1}$$ I have introduced ...
2
votes
1answer
156 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 ...
2
votes
2answers
89 views

Orthonormal Dictionaries for Band Limited Signals

If $\mathbf{x} = [x_0, x_1, \ldots, x_{N-1}]^T$ is the time sampled input signal and $\mathbf{Y} = [Y_0, Y_1, \ldots, Y_{N-1}]^T$ is the Fourier transform of the input signal, then a linear ...
2
votes
1answer
116 views

Adaptive Filter Gradient Descent

The quadratic performance surface of an adaptive filter is a paraboloid. Its minimum can be found wherever the gradient is zero. However, since there are two types of paraboloids (elliptical and ...
2
votes
1answer
74 views

How to Formulate a Constraint Which Ensures All Variables Have the Same Sign

I'm trying to include a constraint in my problem (to be solved by any convex optimization solver). Let {a,b,c,d ...} be a finite set of continuous variables. How to formulate a constraint which ensure ...
2
votes
2answers
427 views

Reference Code for Positive Basis Pursuit Denoising

I am trying to reconstruct a positive sparse signal using compressed sensing (friedlanders code), I cannot find a way to impose the positivity constraint for this implementation. I have seen some ...
2
votes
1answer
381 views

How to Use the DFT (FFT) to Solve a Least Squares Regularization Problem (Inverse Problem)?

Let $X$ and $K$ be an image and a Point Spread Function (PSF), respectively. The blur image $B$ is obtained as follows $$B = X * K$$ I want to solve the following general regularization problem $$...
2
votes
1answer
199 views

Optimization of Filter Coefficients to Given Word Length

It seems to me that this is a difficult mathematical problem where research is still carried on: Is there an efficient way to find fixed-point coefficients whose zeros are closest to those calculated ...
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 ...
2
votes
1answer
115 views

How to calculate signal which is not changed by a filter?

Suppose that there is a FIR filter F and a signal S. The filtered signal is the convolution of F and S, F * S. The problem: how to calculate a signal S' such that F * S' = S' (the filtered version ...
2
votes
1answer
122 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
votes
0answers
160 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
votes
0answers
103 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
vote
1answer
28 views

Why does it seem most of people will optimize the downlink rate,not the uplink rate?

I search for some papers about energy harvest,SWIPT and optimization.And i found that there is just one paper to optimize the uplink rate,the others are for optimizing the harvested power,power budget ...
1
vote
1answer
85 views

Filtering performance on Poisson noise with quadratic data-fidelity

We recently performed a work on signal filtering/component separation (sparse signal/trend/noise). The cost function contains: A quadratic data fidelity term, Some smoothed $\ell_1$ terms for ...
1
vote
2answers
83 views

How to efficiently control an FIR's magnitude response by altering its phase spectrum

Question: Extensively searching the space of all possible vectors of length $n$ to satisfy a (non-overdetermined) requirement is possible in principle. Hence, there is a way to calculate a complex ...
1
vote
1answer
34 views

Minimizing Time Sidelobes with Pulse Compression

I am trying to compute a compression filter function to minimize the error from a a desired pulse compression result. The usual approach to doing this is to minimize the RMS error of the the ...
1
vote
2answers
114 views

Constrained LASSO Problem - $ {L}_{1} $ Regularized Least Squares with Linear Equality Constraints

I have an optimization question. I want to solve the following problem: $$ \arg\min_S\frac{1}{2}\|s-c\|_2^2 +\lambda\|\Phi s\|_1 \mbox{ s.t. } As = 0 $$ in which $\Phi$ is the wavelet transform ...
1
vote
1answer
78 views

Sparse Recovery Best Algorithms

In the big data era, in order to control the cost, complexity, and bandwidth of collecting and processing high-dimensional data systems, it is critical to exploit models that ...
1
vote
1answer
1k views

Multiple parallel IIR bandpass filters with different centre frequencies combined into one filter for optimisation… possible?

Before I begin, I have read these already: IIR filter parallelization Concept of combining multiple FIR Filters into 1 FIR filter I am processing audio using Csound in a high performance real time ...
1
vote
1answer
323 views

Optimized 2D wavelet transform using FFT

I'm currenty aiming to optimize my fast wavelet transform (FWT) algorithm for 2D signals (images). It works as follows: one iteration of 1D FWT does convolution of 1D input data with a selected 1D ...