Questions tagged [optimization]

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6
votes
1answer
380 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 ...
1
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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 ...
0
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1answer
1k views

Fastest Available Algorithm to Blur an Image (Low Pass Filter)

Iam working with a camera that produces ugly artifacts: by using ANY blur filter on the camera's output the visual quality improves drastically: The above image was created using OpenCV's cv::...
17
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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 ...
5
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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 $\...
0
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1answer
78 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 ...
2
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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 ...
0
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2answers
320 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?
2
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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 ...
0
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1answer
53 views

The Gradient Operator of a Vectorized Image in Matrix Form

I have this optimization problem: $$ \arg \min_{ X \left( i, j \right) } \sum_{i, j} \left\| X \left( i, j \right) - 255 \right\|_{2}^{2} + \lambda \sum_{i, j} \left\| \nabla X \left( i, j \right) - \...
0
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2answers
565 views

Why Do Most of The Papers Use the Frobenius Norm for Denoising?

I have an noisy image and I want to remove noise from it; suppose $y$ is noisy image and $A$ is linear mask which makes my image noisy and $x$ is original image, so we have $$ Ax + \eta = y $$ and $\...
10
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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 ...
3
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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 ...
0
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2answers
179 views

Solving LASSO ($ {L}_{1} $ Regularized Least Squares) with Gradient Descent

To the best of my knowledge, state of the art methods for optimizing the LASSO objective function include the LARS algorithm and proximal gradient methods. I was wondering however, if the LASSO ...
24
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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 ...
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0answers
43 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 --- ...
0
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1answer
98 views

Optimal segment length for coherence estimation

I have a question about the computation of coherence between two signals with Welch's method. The two signals are relatively short (e.g. 256 samples) and I would like as correct an estimate of shared ...
2
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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
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2answers
426 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 ...
5
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2answers
388 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 ...
1
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0answers
145 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 $...
0
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1answer
70 views

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 ...
2
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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
2answers
560 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 ...
1
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0answers
149 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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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 ...
0
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1answer
92 views

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 ...
0
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1answer
84 views

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 ...
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 ...
7
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1answer
831 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 ...
1
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0answers
425 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 ...
0
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1answer
715 views

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 ...
3
votes
1answer
688 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 ...
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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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2answers
250 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.): ...
1
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0answers
319 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
101 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 ...
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
322 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 ...
0
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1answer
51 views

Optimized resource allocation problem

I am from ECE background and trying to solve channel allocation problem. Let's assume I have three users and three available channels. I would like to allocate channel among them in such a way that ...
1
vote
1answer
270 views

find cross correlation lag by optimization

I have data from many closely located sensors (geophones). These are often contaminated with coherent noise which I need to remove. Some of the most effective de-noising methodologies work if the ...
1
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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 ...
0
votes
1answer
99 views

Best way to approximate a curve?

I have a curve like this one: I need a function to approximate this curve, but I need that the function be a low order function (less than 5). What is a good way to obtain what I expect? Thanks!
0
votes
1answer
146 views

Finding the gradient of a norm in a minimization problem

I have to find the gradient of the following term with respect to $X_{1}$: $\|\Phi\circ(X_{1}-X_{2})-u\|_F^2$ , where $u\in\mathbb{R}^{n}$; $X_{1}, X_{2}\in\mathbb{R}^{N\times J}$ and $\Phi\in\...
1
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3answers
173 views

Decomposing a DFT into multiple FFT calls

I'm using a good fast FFT implementation (vDSP) that will only work on power of 2 blocks of audio data. Now I have a problem where I would like to be able to apply the calculations to non powers of 2 ...
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 ...
2
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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
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0answers
144 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,...
2
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0answers
159 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 ...
0
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0answers
718 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,...