Optimal frames and Newton's method
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Publication:2919987
DOI10.1080/01630563.2012.682130zbMATH Open1251.42006arXiv1202.0757OpenAlexW2001918095WikidataQ125574122 ScholiaQ125574122MaRDI QIDQ2919987FDOQ2919987
Authors: Matthew Fickus, Dustin G. Mixon
Publication date: 23 October 2012
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Abstract: Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally in the context of a certain type of radar system. We derive analytic expressions for the first and second partial derivatives of the objective function in question, permitting this optimization problem to be efficiently solved using Newton's method. We also consider how sensitive the location of this minimizer is to noise in the data vector. We further provide conditions under which one should expect the minimizer of this objective function to be unique. We conclude by discussing a related variational-calculus-based approach for solving this frame optimization problem over an interval of time.
Full work available at URL: https://arxiv.org/abs/1202.0757
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