# Questions tagged [optimization]

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### Promote the Orthogonality between Rows of $S$

I have a question. Suppose we want to solve an optimization problem: Consider $S \in \mathbb{R}^{N \times T}, T >> S$ $$\min_{S} f(S) \mbox{ s.t. } SS^T \mbox{is diagonal}$$ Which means each ...
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### Optimization‏ FIR filter

I have a doubt about this : Iterative methods for optimization‏ in FIR filter (on the one hand traditional like window,frequency sampling ,WLS,Remez Exchange...,on the other hand evolutionary methods ...
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### 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. ...
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### 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 ...
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### 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 ...
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### 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 ...
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### MATLAB optimization for a subroutine function

I am going to find the optimum values for a subroutine function in MATLAB. the subroutine function is not accessible in a mathematical form and we don't know any thing about it. We have ten input ...
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### Signal processing research idea [closed]

I am a graduate student in applied math, specializing mostly in harmonic analysis. My undergraduate studies were mostly in pure math but I realized I prefer the applied/computational side. I was ...
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### 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 ...
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### 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 ...
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### 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 ...
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### Two-View 3D reconstruction using the sparse Levenberg–Marquardt algorithm

I have trouble implementing the Levenberg-Marguardt algorithm as described in the book Multi View Geometry in Computer Vision. To be more specific I have trouble calculating the partial derivatives ...
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### 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 ...
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### 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 $y\in \mathbb{R}^m$ ...
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### 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.): ...
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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 ...
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### 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 ...