Questions tagged [optimization]
The optimization tag has no usage guidance.
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Understanding Notations of Matrix Calculus in Controller Tuning Article
I have been working my way through the paper "Iterative feedback tuning: theory and applications" (Hjalmarsson, Gevers et al IEEE Control Systems Magazine , vol. 18, no. 4, pp. 26-41, Aug. ...
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Need help with deriving a recursive formula for a control system optimization integral
I need some help with a problem that appears in one of the exercises of "Introduction to Stochastic Control Theory" by Karl J. Åström: Chapter 5, page 141, problem 8.
It is about deriving a ...
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Tune Least Squares Support Vector Machine (LS-SVM) With Grid Search Optimization
I am looking for LSSVM with Gride Search optimization in Python, but could not find it.
Scikit learn has SVM with Grid Search but not for LSSVM.
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Deriving the posterior distribution parameters of a normal distribution in the context of dereverberation
Context:
$\bar{\Theta}$ is the room regression filter coefficients (RRC);
$$X_{t} = \bar{\Theta}^{H}\bar{X}_{t-1} + s_{t}$$ means in words: the filter that defines how the room causes reverberation to ...
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How to select the location of submatrices to have specific property in the output of multiplication
I want to set the locations of two submatrices W22 and W21 taken from Hadamard matrix, with respect to ...
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Fit Data Samples with a Robust Fit
I have a data from a sensor which the connection model of $x$ and $y$ is known:
For instance, in the case above, the model is linear.
The issue is how to handle outliers.
Specifically when there are ...
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To find the unitary matrix which is the null of the results of multiplication with another matrix
I have a matrix $F ∈ \mathbb{C}^{(m × N)}$, where $m < N$, and $F \times F^H$ is a unitary $m × m$ matrix.
I need to find a unitary matrix $G$ with a dimension of $N × N$ such as results of $F\...
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Reference signal minimizes the MSE across similar signals with delays
I am dealing with the following problem:
I have $M$ signals ($x_1, x_2, \cdots, x_M$), each of length $N$, which are supposed to be similar, up to a certain delay between them and noise. I am ...
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Least squares filter with non-linear phase and independent weights for phase and magnitude
Intro
My question is related to a previous one linked here.
I am interested in non-linear phase FIR filters with a specific desired phase response.
After I tried the options in the linked question I ...
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Using MATLAB's `fmincon()` Solver for Linear Optimization Problem
If I have a linear optimization problem to be solved, is it correct to use the FMINCON SOLVER? If not, why?
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Half-band FIR filter is not filtering as expected
I recently discovered that one may be able to further optimize an FIR filter processing time by skipping calculations of coefficients whose values are zero, providing that the filter is about halving ...
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How to regularize the latent variables of a kalman filter to be small?
This is perhaps a bit of a weird idea but suppose I want the latent variables of a Kalman filter to be small (like as if the states were being regularized). This is kind of like putting an extra prior ...
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Gradient descent algorithm not converging
I wish to use the gradient descent algorithm to minimize the cost function
$$J(\mathbf{w}) = (\mathbf{w} - \mathbf{w}_{o})^{T} \mathbf{A}(\mathbf{w} - \mathbf{w}_{o})$$
where $\mathbf{w} \in \mathbb{R}...
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How to solve optimization problem
I am a newbie in Optimization. I have this Optimization problem, could anyone help how can I analyze it and solve it?
\begin{align}\label{Problem_formulation}
\mathbb P_1& ~~~~~~\mathop{\max}_{{ \...
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Solving regularized least squares problem using black-box computation of $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T\mathbf{x}$
Let $\mathbf{A} \in \mathbb{R}^{n \times n}$. I'm working in a problem where I have a black-box algorithmic solution to compute the products $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T \mathbf{x}$ given ...
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