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We develop a parametric high-resolution method for the estimation of the frequency nodes of linear combinations of complex exponentials with exponential damping. We use Kronecker's theorem to formulate the associated nonlinear least squares…

Numerical Analysis · Mathematics 2013-06-13 Fredrik Andersson , Marcus Carlsson , Jean-Yves Tourneret , Herwig Wendt

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

A problem of performance enhancement for multiple frequencies estimation is studied. First, we consider a basic gradient-based estimation approach with global exponential convergence. Next, we apply dynamic regressor extension and mixing…

Systems and Control · Computer Science 2016-04-08 Aranovskiy Stanislav , Bobtsov Alexey , Ortega Romeo , Pyrkin Anton

We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose…

Numerical Analysis · Mathematics 2023-04-25 Sergey A. Matveev , Stanislav Budzinskiy

The structured low-rank approximation problem for general affine structures, weighted 2-norms and fixed elements is considered. The variable projection principle is used to reduce the dimensionality of the optimization problem. Algorithms…

Optimization and Control · Mathematics 2013-07-26 Konstantin Usevich , Ivan Markovsky

Frequency Estimation of a complex exponential is a problem relevant to a large number of fields. In this paper a computationally efficient and accurate frequency estimator is presented using the guaranteed stable Sliding DFT which gives…

Systems and Control · Computer Science 2012-02-21 Anit Kumar Sahu , Mrityunjoy Chakraborty

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

In this paper, we develop a new alternating projection method to compute nonnegative low rank matrix approximation for nonnegative matrices. In the nonnegative low rank matrix approximation method, the projection onto the manifold of fixed…

Machine Learning · Computer Science 2020-09-10 Guangjing Song , Michael K. Ng , Tai-Xiang Jiang

In this paper, we study alternating projections on nontangential manifolds based on the tangent spaces. The main motivation is that the projection of a point onto a manifold can be computational expensive. We propose to use the tangent…

Numerical Analysis · Mathematics 2020-03-24 Guangjing Song , Michael K. Ng

The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas:…

Optimization and Control · Mathematics 2014-07-17 C. H. Jeffrey Pang

Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…

Optimization and Control · Mathematics 2017-03-31 Mattias Fält , Pontus Giselsson

We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…

Quantum Physics · Physics 2017-04-05 A. Steffens , P. Rebentrost , I. Marvian , J. Eisert , S. Lloyd

Linear systems such as room acoustics and string oscillations may be modeled as the sum of mode responses, each characterized by a frequency, damping and amplitude. Here, we consider finding the mode parameters from impulse response…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-24 Orchisama Das , Jonathan S. Abel

We consider time-harmonic Maxwell's equations set in an heterogeneous medium with perfectly conducting boundary conditions. Given a divergence-free right-hand side lying in $L^2$, we provide a frequency-explicit approximability estimate…

Numerical Analysis · Mathematics 2022-08-03 T. Chaumont-Frelet , P. Vega

The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…

Probability · Mathematics 2013-05-15 Hui Wang , Xiang Zhou

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

A generalized matrix-pencil approach is proposed for the estimation of complex exponential components with segmented signal samples, which is very efficient and provides super-resolution estimations. It is applicable to the signals sampled…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Jianping Wang , Alexander Yarovoy

This paper presents a fast spectral unmixing algorithm based on Dykstra's alternating projection. The proposed algorithm formulates the fully constrained least squares optimization problem associated with the spectral unmixing task as an…

Computer Vision and Pattern Recognition · Computer Science 2015-05-08 Qi Wei , Jose Bioucas-Dias , Nicolas Dobigeon , Jean-Yves Tourneret

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi
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